Assessing the Incremental Value of Option Pricing Theory Relative to an Informationally Passive Benchmark.
- Published in:
- Journal of Derivatives, 2002, v. 10, n. 1, p. 80, doi. 10.3905/jod.2002.319192
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- Publication type:
- Article
Works matching IS 10741240 AND DT 2002 AND VI 10 AND IP 1
Results: 6
1
2
FAS 133 Option Fair Value Hedges: Financial Engineering and Financial Accounting Perspectives.
- Published in:
- Journal of Derivatives, 2002, v. 10, n. 1, p. 62, doi. 10.3905/jod.2002.319191
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- Publication type:
- Article
3
Observational Equivalence of Discrete String Models and Market Models.
- Published in:
- Journal of Derivatives, 2002, v. 10, n. 1, p. 55, doi. 10.3905/jod.2002.319190
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- Publication type:
- Article
4
Using Brownian Bridge for Fast Simulation of Jump-Diffusion Processes and Barrier Options.
- Published in:
- Journal of Derivatives, 2002, v. 10, n. 1, p. 43, doi. 10.3905/jod.2002.319189
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- Publication type:
- Article
5
Volatility Cones and Their Sampling Properties.
- Published in:
- Journal of Derivatives, 2002, v. 10, n. 1, p. 27, doi. 10.3905/jod.2002.319188
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- Publication type:
- Article
6
Pricing Swaptions Within an Affine Framework.
- Published in:
- Journal of Derivatives, 2002, v. 10, n. 1, p. 9, doi. 10.3905/jod.2002.319187
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- Publication type:
- Article