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Option wagering in point spread betting markets
Lacey, Nelson J. - In: The journal of derivatives : the official publication … 2 (1994) 1, pp. 31-37
Persistent link: https://www.econbiz.de/10001219332
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Face value convergence for stochastic bond price processes : a note on Merton's partial equilibrium option pricing model
Nawalkha, Sanjay K. - In: Journal of banking & finance 19 (1995) 1, pp. 153-164
Persistent link: https://www.econbiz.de/10001181869
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The duration vector : a continuous-time extension to default-free interest rate contingent claims
Nawalkha, Sanjay K. - In: Journal of banking & finance 19 (1995) 8, pp. 1359-1378
Persistent link: https://www.econbiz.de/10001191466
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A contingent claims analysis of the interest rate risk characteristics of corporate liabilities
Nawalkha, Sanjay K. - In: Journal of banking & finance 20 (1996) 2, pp. 227-245
Persistent link: https://www.econbiz.de/10001195185
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[Rezension von: Garbade, Kenneth D., Pricing corporate securities as contingent claims]
Nawalkha, Sanjay K. - In: Journal of economic literature 41 (2003) 4, pp. 1297-1298
Persistent link: https://www.econbiz.de/10001992446
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A note on currency option pricing
Nawalkha, Sanjay K. - In: International review of financial analysis 4 (1995) 1, pp. 81-84
Persistent link: https://www.econbiz.de/10001201555
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Equivalent expectation measures for risk and return analysis of contingent claims
Nawalkha, Sanjay K.; Zhuo, Xiaoyang - In: Journal of investment management : JOIM 22 (2024) 3, pp. 23-36
Persistent link: https://www.econbiz.de/10015198702
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Pricing American options under Levy jump models : a multidimensional transform method
Beliaeva, Natalia A.; Chen, Ye; Nawalkha, Sanjay K.; … - In: The journal of derivatives : JOD 31 (2023) 2, pp. 9-35
Persistent link: https://www.econbiz.de/10015198742
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A simple approach to pricing American options under the Heston stochastic volatility model
Beliaeva, Natalia A.; Nawalkha, Sanjay K. - In: The journal of derivatives : the official publication … 17 (2009/10) 4, pp. 25-43
Persistent link: https://www.econbiz.de/10003985507
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Pricing American interest rate options under the jump-extended Vasicek model
Beliaeva, Natalia A.; Nawalkha, Sanjay K.; Soto, Gloria M. - In: The journal of derivatives : the official publication … 16 (2008/09) 1, pp. 29-43
Persistent link: https://www.econbiz.de/10003771447