A Pull-to-Par Binomial Model for Pricing Options on Bonds.
- Published in:
- Journal of Derivatives, 2023, v. 31, n. 1, p. 111, doi. 10.3905/jod.2023.1.180
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- Publication type:
- Article
Works matching IS 10741240 AND DT 2023 AND VI 31 AND IP 1
Results: 7
1
2
Caplets/Floorlets with Backward-Looking Risk-Free Rates under the One- and Two-Factor Hull-White Models.
- Published in:
- Journal of Derivatives, 2023, v. 31, n. 1, p. 96, doi. 10.3905/jod.2023.1.186
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- Publication type:
- Article
3
Vol, Skew, and Smile Trading.
- Published in:
- Journal of Derivatives, 2023, v. 31, n. 1, p. 64, doi. 10.3905/jod.2023.1.183
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- Publication type:
- Article
4
Instantaneous and Averaged Volatility in Two-Side Filtration Model of Financial Asset Pricing.
- Published in:
- Journal of Derivatives, 2023, v. 31, n. 1, p. 49, doi. 10.3905/jod.2023.1.182
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- Publication type:
- Article
5
Lattice Approach for Option Pricing under Lévy Processes.
- Published in:
- Journal of Derivatives, 2023, v. 31, n. 1, p. 34, doi. 10.3905/jod.2023.1.185
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- Publication type:
- Article
6
The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure.
- Published in:
- Journal of Derivatives, 2023, v. 31, n. 1, p. 8, doi. 10.3905/jod.2023.1.187
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- Publication type:
- Article
7
THE JOURNAL OF DERIVATIVES.
- Published in:
- Journal of Derivatives, 2023, v. 31, n. 1, p. 1
- By:
- Publication type:
- Article