VALUING S&P 500 BEAR MARKET WARRANTS WITH A PERIODIC RESET.
- Published in:
- Journal of Derivatives, 1997, v. 5, n. 1, p. 99, doi. 10.3905/jod.1997.407987
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 1997 AND VI 5 AND IP 1
Results: 7
1
2
EQUIVALENT MARTINGALE MEASURES AND RISK-NEUTRAL PRICING: AN EXPOSITORY NOTE.
- Published in:
- Journal of Derivatives, 1997, v. 5, n. 1, p. 85, doi. 10.3905/jod.1997.407984
- By:
- Publication type:
- Article
3
LOW-DISCREPANCY SEQUENCES: MONTE CARLO SIMULATION OF OPTION PRICES.
- Published in:
- Journal of Derivatives, 1997, v. 5, n. 1, p. 63, doi. 10.3905/jod.1997.407985
- By:
- Publication type:
- Article
4
CALCULATING PRICES AND SENSITIVITIES FOR PATH-INDEPENDENT DERIVATIVE SECURITIES IN MULTIFACTOR MODEL.
- Published in:
- Journal of Derivatives, 1997, v. 5, n. 1, p. 45, doi. 10.3905/jod.1997.407982
- By:
- Publication type:
- Article
5
ENHANCED MONTE CARLO ESTIMATES FOR AMERICAN OPTION PRICES.
- Published in:
- Journal of Derivatives, 1997, v. 5, n. 1, p. 25, doi. 10.3905/jod.1997.407983
- By:
- Publication type:
- Article
6
MONTE CARLO ESTIMATION OF AMERICAN CALL OPTIONS ON THE MAXIMUM OF SEVERAL STOCKS.
- Published in:
- Journal of Derivatives, 1997, v. 5, n. 1, p. 7, doi. 10.3905/jod.1997.407986
- By:
- Publication type:
- Article
7
Letter from the Editor.
- Published in:
- 1997
- By:
- Publication type:
- Letter