Pricing Convertible Bonds Subject to Default Risk.
- Published in:
- Journal of Derivatives, 2002, v. 10, n. 2, p. 75, doi. 10.3905/jod.2002.319197
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- Publication type:
- Article
Works matching IS 10741240 AND DT 2002 AND VI 10 AND IP 2
Results: 5
1
2
Pricing Arithmetic Average Reset Options With Control Variates.
- Published in:
- Journal of Derivatives, 2002, v. 10, n. 2, p. 59, doi. 10.3905/jod.2002.319196
- By:
- Publication type:
- Article
3
On the Use of Numeraires in Option Pricing.
- Published in:
- Journal of Derivatives, 2002, v. 10, n. 2, p. 43, doi. 10.3905/jod.2002.319195
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- Publication type:
- Article
4
Return and Risk of CBOE Buy Write Monthly Index.
- Published in:
- Journal of Derivatives, 2002, v. 10, n. 2, p. 35, doi. 10.3905/jod.2002.319194
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- Publication type:
- Article
5
Why Are Those Options Smiling?
- Published in:
- Journal of Derivatives, 2002, v. 10, n. 2, p. 9, doi. 10.3905/jod.2002.319193
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- Publication type:
- Article