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VALUE AT RISK WHEN DAILY CHANGES IN MARKET VARIABLES ARE NOT NORMALLY DISTRIBUTED.
- Published in:
- Journal of Derivatives, 1998, v. 5, n. 3, p. 9, doi. 10.3905/jod.1998.407998
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- Article
EDGEWORTH BINOMIAL TREES.
- Published in:
- Journal of Derivatives, 1998, v. 5, n. 3, p. 20, doi. 10.3905/jod.1998.407994
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- Article
RISK CONTAINMENT FOR INVESTORS WITH MULTIVARIATE UTILITY FUNCTIONS.
- Published in:
- Journal of Derivatives, 1998, v. 5, n. 3, p. 28, doi. 10.3905/jod.1998.407996
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- Article
LONG-TERM STRUCTURAL PRICE RELATIONSHIPS IN FUTURES MARKETS.
- Published in:
- Journal of Derivatives, 1998, v. 5, n. 3, p. 45, doi. 10.3905/jod.1998.407995
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- Article
VALUATION OF FLEXIBLE CAPS.
- Published in:
- Journal of Derivatives, 1998, v. 5, n. 3, p. 60, doi. 10.3905/jod.1998.407997
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- Article
VERY FAST ALGORITHMS FOR BARRIER OPTION PRICING AND THE BALLOT PROBLEM.
- Published in:
- Journal of Derivatives, 1998, v. 5, n. 3, p. 68, doi. 10.3905/jod.1998.407999
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- Publication type:
- Article