EQUILIBRIUM PRICING IN THE PRESENCE OF CUMULATIVE DIVIDENDS FOLLOWING A DIFFUSION.
- Published in:
- Mathematical Finance, 2002, v. 12, n. 3, p. 173, doi. 10.1111/1467-9965.02006
- By:
- Publication type:
- Article
Works matching IS 09601627 AND DT 2002 AND VI 12 AND IP 3
Results: 5
1
2
A GENERAL APPROACH TO HEDGING OPTIONS: APPLICATIONS TO BARRIER AND PARTIAL BARRIER OPTIONS.
- Published in:
- Mathematical Finance, 2002, v. 12, n. 3, p. 199, doi. 10.1111/1467-9965.02007
- By:
- Publication type:
- Article
3
AMERICAN OPTIONS ON ASSETS WITH DIVIDENDS NEAR EXPIRY.
- Published in:
- Mathematical Finance, 2002, v. 12, n. 3, p. 219, doi. 10.1111/1467-9965.02008
- By:
- Publication type:
- Article
4
PORTFOLIO VALUE-AT-RISK WITH HEAVY-TAILED RISK FACTORS.
- Published in:
- Mathematical Finance, 2002, v. 12, n. 3, p. 239, doi. 10.1111/1467-9965.00141
- By:
- Publication type:
- Article
5
MONTE CARLO VALUATION OF AMERICAN OPTIONS.
- Published in:
- Mathematical Finance, 2002, v. 12, n. 3, p. 271, doi. 10.1111/1467-9965.02010
- By:
- Publication type:
- Article