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SCENARIOS FOR PRICE DETERMINATION IN INCOMPLETE MARKETS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2008, v. 11, n. 5, p. 415, doi. 10.1142/S0219024908004877
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- Article
MEASURING THE MARKET RISK OF FREIGHT RATES:: A VALUE-AT-RISK APPROACH.
- Published in:
- International Journal of Theoretical & Applied Finance, 2008, v. 11, n. 5, p. 447, doi. 10.1142/S0219024908004889
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- Publication type:
- Article
A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2008, v. 11, n. 5, p. 471, doi. 10.1142/S0219024908004890
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- Publication type:
- Article
MULTI-FACTOR JUMP-DIFFUSION MODELS OF ELECTRICITY PRICES.
- Published in:
- International Journal of Theoretical & Applied Finance, 2008, v. 11, n. 5, p. 503, doi. 10.1142/S0219024908004907
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- Publication type:
- Article
DISCOUNT CURVE ESTIMATION BY MONOTONIZING MCCULLOCH SPLINES.
- Published in:
- International Journal of Theoretical & Applied Finance, 2008, v. 11, n. 5, p. 529, doi. 10.1142/S0219024908004919
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- Article