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CORRIGENDUM: “PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE”.
- Published in:
- 2018
- By:
- Publication type:
- Correction Notice
OPTION PRICING IN THE VARIANCE-GAMMA MODEL UNDER THE DRIFT JUMP.
- Published in:
- International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 4, p. N.PAG, doi. 10.1142/S0219024918500188
- By:
- Publication type:
- Article
FOURTH-ORDER COMPACT SCHEME FOR OPTION PRICING UNDER THE MERTON’S AND KOU’S JUMP-DIFFUSION MODELS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 4, p. N.PAG, doi. 10.1142/S0219024918500279
- By:
- Publication type:
- Article
A LATTICE-BASED MODEL FOR EVALUATING BONDS AND INTEREST-SENSITIVE CLAIMS UNDER STOCHASTIC VOLATILITY.
- Published in:
- International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 4, p. N.PAG, doi. 10.1142/S0219024918500231
- By:
- Publication type:
- Article
ALGORITHMIC DIFFERENTIATION FOR DISCONTINUOUS PAYOFFS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 4, p. N.PAG, doi. 10.1142/S021902491850019X
- By:
- Publication type:
- Article
LOCAL RISK-MINIMIZATION WITH MULTIPLE ASSETS UNDER ILLIQUIDITY WITH APPLICATIONS IN ENERGY MARKETS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 4, p. N.PAG, doi. 10.1142/S0219024918500280
- By:
- Publication type:
- Article
INDEX OPTIONS AND VOLATILITY DERIVATIVES IN A GAUSSIAN RANDOM FIELD RISK-NEUTRAL DENSITY MODEL.
- Published in:
- International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 4, p. N.PAG, doi. 10.1142/S0219024918500140
- By:
- Publication type:
- Article
EFFICIENT LONG-DATED SWAPTION VOLATILITY APPROXIMATION IN THE FORWARD-LIBOR MODEL.
- Published in:
- International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 4, p. N.PAG, doi. 10.1142/S0219024918500206
- By:
- Publication type:
- Article