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Efficient solutions for pricing and hedging interest rate Asian options
Silva, Allan Jonathan da; Baczynski, Jack; Vicente, … - 2020
Persistent link: https://www.econbiz.de/10012171315
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A discrete monitoring method for pricing Asian interest rate options
Silva, Allan Jonathan da; Baczynskiy, Jack; Vicente, … - 2015
Persistent link: https://www.econbiz.de/10011444652
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A volatility smile-based uncertainty index
Vicente, José Valentim Machado; Marins, Jaqueline … - In: Annals of finance 17 (2021) 2, pp. 231-246
Persistent link: https://www.econbiz.de/10012585519
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A volatility smile-based uncertainty index
Vicente, José Valentim Machado; Marins, Jaqueline … - 2019
Persistent link: https://www.econbiz.de/10012167450
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Identifying volatility risk premium from fixed income Asian options
Almeida, Caio (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003467488
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Identifying volatility risk premia from fixed income Asian options
Almeida, Caio; Vicente, José - In: Journal of banking & finance 33 (2009) 4, pp. 652-661
Persistent link: https://www.econbiz.de/10003820565