REFERENCE CHECK: A BIBLIOGRAPHY OF EXOTIC OPTIONS MODELS.
- Published in:
- 1996
- By:
- Publication type:
- Bibliography
Works matching IS 10741240 AND DT 1996 AND VI 4 AND IP 1
Results: 6
1
2
RETURN VOLATILITIES OF STOCK INDEX FUTURES IN HONG KONG: TRADING VERSUS NON-TRADING PERIODS.
- Published in:
- Journal of Derivatives, 1996, v. 4, n. 1, p. 55, doi. 10.3905/jod.1996.407961
- By:
- Publication type:
- Article
3
AN EMPIRICAL EXAMINATION OF THE LONGSTAFF-SCHWARTZ BOND OPTION VALUATION MODEL.
- Published in:
- Journal of Derivatives, 1996, v. 4, n. 1, p. 41, doi. 10.3905/jod.1996.407957
- By:
- Publication type:
- Article
4
BINOMIAL OPTION PRICING UNDER STOCHASTIC VOLATILITY AND CORRELATED STATE VARIABLES.
- Published in:
- Journal of Derivatives, 1996, v. 4, n. 1, p. 23, doi. 10.3905/jod.1996.407962
- By:
- Publication type:
- Article
5
COMPLEX BARRIER OPTIONS.
- Published in:
- Journal of Derivatives, 1996, v. 4, n. 1, p. 8, doi. 10.3905/jod.1996.407958
- By:
- Publication type:
- Article
6
DERIVATIVES MARKETS IN BRAZIL: AN OVERVIEW.
- Published in:
- Journal of Derivatives, 1996, v. 4, n. 1, p. 63, doi. 10.3905/jod.1996.407959
- By:
- Publication type:
- Article