Narrow search
Showing 1 - 10 of 8,050
Cover Image
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael; Fadugba, Sunday Emmanuel - In: Journal of mathematical finance 5 (2015) 2, pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Cover Image
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj - In: Journal of mathematical finance 8 (2018) 1, pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Cover Image
A study on numerical solution of Black-Scholes model
Anwar, Md. Nurul; Andallah, Laek Sazzad - In: Journal of mathematical finance 8 (2018) 2, pp. 372-381
Persistent link: https://www.econbiz.de/10011874785
Cover Image
Risk value analysis of covered short call and protective put portfolio strategies
Adam, Michael; Maurer, Raimond - In: Finanzmarkt und Portfolio-Management 13 (1999) 4, pp. 431-449
Persistent link: https://www.econbiz.de/10001517964
Cover Image
On the performance of options strategies in Switzerland
Lhabitant, François-Serge - In: Finanzmarkt und Portfolio-Management 13 (1999) 3, pp. 318-338
Persistent link: https://www.econbiz.de/10001518118
Cover Image
Top executive pay in the United Kingdom : a corporate governance dilemma
McKnight, Phillip J.; Tomkins, Cyril R. - In: International journal of the economics of business 6 (1999) 2, pp. 223-243
Persistent link: https://www.econbiz.de/10001448476
Cover Image
Combinatorial implications of nonlinear uncertain volatility models : the case of barrier options
Avellaneda, Marco; Buff, Robert - In: Applied mathematical finance 6 (1999) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10001449223
Cover Image
Evaluation of the Asian option by the dual martingale measure
Shirakawa, Hiroshi - In: Asia-Pacific financial markets 6 (1999) 2, pp. 183-194
Persistent link: https://www.econbiz.de/10001449324
Cover Image
Applications en finance des réseaux neuronaux artificiels : l'approche multifactorielle des marchés et l'évaluation non-paramétrique des options
Vessereau, Thierry Patrick Raoul M. - 1999
Persistent link: https://www.econbiz.de/10001443090
Cover Image
European-type contingent claims in an incomplete market with constrained wealth and portfolio
Yong, Jiongmin - In: Mathematical finance : an international journal of … 9 (1999) 3, pp. 387-412
Persistent link: https://www.econbiz.de/10001444273