Approximate basket option valuation for a simplified jump process.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 9, p. 819, doi. 10.1002/fut.20269
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2007 AND VI 27 AND IP 9
Results: 4
1
2
Equity swaps in a LIBOR market model.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 9, p. 893, doi. 10.1002/fut.20270
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- Publication type:
- Article
3
The effect of futures trading on the distribution of spot index returns: Implications for CVaR in the Spanish market.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 9, p. 839, doi. 10.1002/fut.20271
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- Publication type:
- Article
4
Pricing American options on foreign currency with stochastic volatility, jumps, and stochastic interest rates.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 9, p. 867, doi. 10.1002/fut.20280
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- Publication type:
- Article