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A modified stochastic volatility model based on Gamma Ornstein-Uhlenbeck process and option pricing
Mi, Yanhui - In: International journal of financial engineering 3 (2016) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10011577132
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An accumulator pricing method based on Fourier cosine series expansions
Ding, Deng; Wang, Wenfei - In: International journal of financial engineering 2 (2015) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10011333433
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New explicit closed form formulae for the prices of catastrophe options
Jin, Yunguo; Zhong, Shouming - In: International journal of financial engineering 2 (2015) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10011333444
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Finite element based Monte Carlo simulation of options on Lévy driven assets
Karlsson, Patrik - In: International journal of financial engineering 5 (2018) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10011922968
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A hybrid computational approach for option pricing
Zhu, Song-Ping; He, Xin-Jiang - In: International journal of financial engineering 5 (2018) 3, pp. 1-16
Persistent link: https://www.econbiz.de/10011923019
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Pricing multi-asset American option under Heston stochastic volatility model
Samimi, Oldouz; Mehrdoust, Farshid - In: International journal of financial engineering 5 (2018) 3, pp. 1-16
Persistent link: https://www.econbiz.de/10011923057
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Investment certificates pricing using a Quasi-Monte Carlo framework : case-studies based on the Italian market
Bottasso, Anna; Fusaro, Michelangelo; Giribone, Pier … - In: International journal of financial engineering 10 (2023) 3, pp. 1-39
Persistent link: https://www.econbiz.de/10014444661
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Contingent conversion convertible bond : new avenue to raise bank capital
Di Girolamo, Francesca Erica; Campolongo, Francesca; De … - In: International journal of financial engineering 4 (2017) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10011673102