Found: 11
Select item for more details and to access through your institution.
On perpetual American put valuation and first-passage in a regime-switching model with jumps.
- Published in:
- Finance & Stochastics, 2008, v. 12, n. 3, p. 331, doi. 10.1007/s00780-008-0065-9
- By:
- Publication type:
- Article
FAST COMPUTATION OF VANILLA PRICES IN TIME-CHANGED MODELS AND IMPLIED VOLATILITIES USING RATIONAL APPROXIMATIONS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 4, p. 1250031-1, doi. 10.1142/S0219024912500318
- By:
- Publication type:
- Article
METHOD OF MOMENTS APPROACH TO PRICING DOUBLE BARRIER CONTRACTS IN POLYNOMIAL JUMP-DIFFUSION MODELS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2011, v. 14, n. 7, p. 1139, doi. 10.1142/S0219024911006644
- By:
- Publication type:
- Article
PREFACE - Spectral and Cubature Methods in Finance and Econometrics.
- Published in:
- International Journal of Theoretical & Applied Finance, 2011, v. 14, n. 7, p. v
- By:
- Publication type:
- Article
PRICING AND HEDGING BARRIER OPTIONS IN A HYPER-EXPONENTIAL ADDITIVE MODEL.
- Published in:
- International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 5, p. 657, doi. 10.1142/S0219024910005954
- By:
- Publication type:
- Article
CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES.
- Published in:
- Mathematical Finance, 2013, v. 23, n. 1, p. 1, doi. 10.1111/j.1467-9965.2011.00486.x
- By:
- Publication type:
- Article
RANDOMISATION AND RECURSION METHODS FOR MIXED-EXPONENTIAL LÉVY MODELS, WITH FINANCIAL APPLICATIONS.
- Published in:
- Journal of Applied Probability, 2015, v. 52, n. 4, p. 1076
- By:
- Publication type:
- Article
Optimal dividend distribution under Markov regime switching.
- Published in:
- Finance & Stochastics, 2012, v. 16, n. 3, p. 449, doi. 10.1007/s00780-012-0174-3
- By:
- Publication type:
- Article
Two price economies in continuous time.
- Published in:
- Annals of Finance, 2014, v. 10, n. 1, p. 71, doi. 10.1007/s10436-013-0228-3
- By:
- Publication type:
- Article
CONIC TRADING IN A MARKOVIAN STEADY STATE.
- Published in:
- International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 2, p. -1, doi. 10.1142/S0219024917500108
- By:
- Publication type:
- Article
On an optimal consumption problem for p-integrable consumption plans.
- Published in:
- Economic Theory, 2001, v. 17, n. 3, p. 721, doi. 10.1007/PL00004126
- By:
- Publication type:
- Article