Found: 8
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On The Consistency of The Deterministic Local Volatility Function Model (‘Implied Tree’).
- Published in:
- International Journal of Theoretical & Applied Finance, 2001, v. 4, n. 3, p. 545, doi. 10.1142/S0219024901001036
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- Publication type:
- Article
Mathematical Pseudo-Completion of the BGM Model.
- Published in:
- International Journal of Theoretical & Applied Finance, 2001, v. 4, n. 3, p. 375, doi. 10.1142/S0219024901001048
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- Publication type:
- Article
Replication of American Contingent Claims in Incomplete Markets.
- Published in:
- International Journal of Theoretical & Applied Finance, 2001, v. 4, n. 3, p. 439, doi. 10.1142/S0219024901001061
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- Publication type:
- Article
Volatility Smile consistent Option Models: A Survey.
- Published in:
- International Journal of Theoretical & Applied Finance, 2001, v. 4, n. 3, p. 403, doi. 10.1142/S021902490100105X
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- Publication type:
- Article
Understanding Bid-Ask Spreads of Derivatives Under Uncertain Volatility and Transaction Costs.
- Published in:
- International Journal of Theoretical & Applied Finance, 2001, v. 4, n. 3, p. 467, doi. 10.1142/S0219024901001073
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- Publication type:
- Article
The Pricing of Debt and Pareto-Optimal Financing Under Endogenous Bankruptcy.
- Published in:
- International Journal of Theoretical & Applied Finance, 2001, v. 4, n. 3, p. 491, doi. 10.1142/S0219024901001085
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- Publication type:
- Article
Wavelet Transforms for the Statistical Analysis of Returns Generating Stochastic Processes.
- Published in:
- International Journal of Theoretical & Applied Finance, 2001, v. 4, n. 3, p. 511, doi. 10.1142/S0219024901001097
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- Publication type:
- Article
How to Price Information by Kullback-Leibler Entropy and a Moment-Return Relation for Portfolios.
- Published in:
- International Journal of Theoretical & Applied Finance, 2001, v. 4, n. 3, p. 535, doi. 10.1142/S0219024901001103
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- Publication type:
- Article