A Comparison of Option Prices Under Different Pricing Measures in a Stochastic Volatility Model with Correlation.
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- Review of Derivatives Research, 2005, v. 8, n. 1, p. 5, doi. 10.1007/s11147-005-1005-x
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Works matching IS 13806645 AND DT 2005 AND VI 8 AND IP 1
Results: 3
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2
A Continuous Time Model to Price Commodity-Based Swing Options.
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- Review of Derivatives Research, 2005, v. 8, n. 1, p. 27, doi. 10.1007/s11147-005-1006-9
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- Article
3
Pricing of Defaultable Bonds with Log-Normal Spread: Development of the Model and an Application to Argentinean and Brazilian Bonds During the Argentine Crisis.
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- Review of Derivatives Research, 2005, v. 8, n. 1, p. 49, doi. 10.1007/s11147-005-1007-8
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- Article