PRICING BOUNDS on BARRIER OPTIONS.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 12, p. 1170, doi. 10.1002/fut.21641
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2014 AND VI 34 AND IP 12
Results: 5
1
2
STOCHASTIC SKEW IN THE INTEREST RATE CAP MARKET.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 12, p. 1146, doi. 10.1002/fut.21646
- By:
- Publication type:
- Article
3
DEVIATIONS FROM PUT-CALL PARITY AND VOLATILITY PREDICTION: EVIDENCE FROM THE TAIWAN INDEX OPTION MARKET.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 12, p. 1122, doi. 10.1002/fut.21655
- By:
- Publication type:
- Article
4
MONTE CARLO SIMULATION OF THE CGMY PROCESS AND OPTION PRICING.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 12, p. 1095, doi. 10.1002/fut.21647
- By:
- Publication type:
- Article
5
A STOCHASTIC DYNAMIC PROGRAM FOR VALUING OPTIONS ON FUTURES.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 12, p. 1185, doi. 10.1002/fut.21645
- By:
- Publication type:
- Article