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
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 1998 AND VI 5 AND IP 3
Results: 6
1
2
VALUATION OF FLEXIBLE CAPS.
- Published in:
- Journal of Derivatives, 1998, v. 5, n. 3, p. 60, doi. 10.3905/jod.1998.407997
- By:
- Publication type:
- Article
3
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
- By:
- Publication type:
- Article
4
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
- By:
- Publication type:
- Article
5
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
- By:
- Publication type:
- Article
6
EDGEWORTH BINOMIAL TREES.
- Published in:
- Journal of Derivatives, 1998, v. 5, n. 3, p. 20, doi. 10.3905/jod.1998.407994
- By:
- Publication type:
- Article