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The functioning of the WTO : o...
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1
The valuation of American barrier options using the decomposition technique
Gao, Bin
;
Huang, Jing-Zhi
;
Subrahmanyam, Marti G.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1783-1827
Persistent link: https://www.econbiz.de/10001508774
Saved in:
2
A new integral representation of the early exercise boundary for American put options
Little, Thomas
;
Pant, Vijay
;
Hou, Chunli
- In:
The journal of computational finance
3
(
2000
)
3
,
pp. 73-96
Persistent link: https://www.econbiz.de/10001517427
Saved in:
3
Implied volatility functions : a reprise
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 51-64
Persistent link: https://www.econbiz.de/10001497758
Saved in:
4
Implied volatility functions : a reprise
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001447936
Saved in:
5
Market risk and model risk for a financial institution writing options
Green, Tracy Clifton
;
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1465-1499
Persistent link: https://www.econbiz.de/10001395780
Saved in:
6
The informational content of US listed options on foreign equity securities : the case of Telmex and the peso devaluation
Buttimer, Richard J.
;
Swidler, Steven Mark
- In:
Journal of international financial markets, …
8
(
1998
)
2
,
pp. 189-204
Persistent link: https://www.econbiz.de/10001402087
Saved in:
7
How financial theory applies to catastrophe-linked derivatives : an empirical test of several pricing models
Balbás de la Corte, Alejandro
;
Rodríguez Longarela, Iñaki
- In:
The journal of risk and insurance : the journal of the …
66
(
1999
)
4
,
pp. 551-582
Persistent link: https://www.econbiz.de/10001485802
Saved in:
8
Analysis of trends and options
Johnson, Paul
(
contributor
);
Disney, Richard
(
contributor
); …
-
1996
Persistent link: https://www.econbiz.de/10000926444
Saved in:
9
Foreign currency options : market structure, pricing, strategies and accountancy
Kurtay, Selma
-
1997
Persistent link: https://www.econbiz.de/10000970793
Saved in:
10
Callable US treasury bonds : optimal calls, anomalies, and implied volatilities
Bliss, Robert R.
;
Ronn, Ehud I.
-
1997
Persistent link: https://www.econbiz.de/10000975260
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