A generalization of option pricing to price-limit markets.
- Published in:
- Review of Derivatives Research, 2020, v. 23, n. 2, p. 145, doi. 10.1007/s11147-019-09160-1
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- Publication type:
- Article
Works matching IS 13806645 AND DT 2020 AND VI 23 AND IP 2
Results: 4
1
2
Yield curves from different bond data sets.
- Published in:
- Review of Derivatives Research, 2020, v. 23, n. 2, p. 191, doi. 10.1007/s11147-019-09162-z
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- Publication type:
- Article
3
Approaching rainfall-based weather derivatives pricing and operational challenges.
- Published in:
- Review of Derivatives Research, 2020, v. 23, n. 2, p. 163, doi. 10.1007/s11147-019-09161-0
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- Publication type:
- Article
4
The global minimum variance hedge.
- Published in:
- Review of Derivatives Research, 2020, v. 23, n. 2, p. 121, doi. 10.1007/s11147-019-09159-8
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- Publication type:
- Article