Improving the Performance of Low-Discrepancy Sequences.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 2, p. 85, doi. 10.3905/jod.6.2.85
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 1998 AND VI 6 AND IP 2
Results: 6
1
2
Pricing European Options on Autocorrelated Indexes.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 2, p. 39, doi. 10.3905/jod.6.2.39
- By:
- Publication type:
- Article
3
Simulating Path-Dependent Options: A New Approach.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 2, p. 65, doi. 10.3905/jod.6.2.65
- By:
- Publication type:
- Article
4
Managerial Compensation and Firm Derivative Usage: An Empirical Analysis.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 2, p. 53, doi. 10.3905/jod.6.2.53
- By:
- Publication type:
- Article
5
Evaluating Forecasts of Correlation Using Option Pricing.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 2, p. 18, doi. 10.3905/jod.6.2.18
- By:
- Publication type:
- Article
6
The Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic Announcements.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 2, p. 7, doi. 10.3905/jod.6.2.7
- By:
- Publication type:
- Article