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Letter from the Editor.
- Published in:
- 1997
- By:
- Publication type:
- Letter
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
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
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
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
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
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