Valuing Options in Regime-Switching Models.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 1, p. 38, doi. 10.3905/jod.1998.408011
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 1998 AND VI 6 AND IP 1
Results: 6
1
2
A Markov Chain Model for Valuing Credit Risk Derivatives.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 1, p. 97, doi. 10.3905/jod.1998.408006
- By:
- Publication type:
- Article
3
Robust Hedging Using Futures Contracts with an Application to Emerging Markets.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 1, p. 75, doi. 10.3905/jod.1998.408007
- By:
- Publication type:
- Article
4
Valuation of Discrete Barrier Options by Interpolations.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 1, p. 51, doi. 10.3905/jod.1998.408010
- By:
- Publication type:
- Article
5
The Inefficiency Costs of Guaranteed Investment Products.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 1, p. 25, doi. 10.3905/jod.1998.408009
- By:
- Publication type:
- Article
6
Stress Testing in a Value at Risk Framework.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 1, p. 7, doi. 10.3905/jod.1998.408008
- By:
- Publication type:
- Article