Untitled.
- Published in:
- Journal of Derivatives, 2005, v. 12, n. 4, p. 1
- Publication type:
- Article
Works matching IS 10741240 AND DT 2005 AND VI 12 AND IP 4
Results: 7
1
2
Implied Volatility Indexes and Daily Value at Risk Models.
- Published in:
- Journal of Derivatives, 2005, v. 12, n. 4, p. 54, doi. 10.3905/jod.2005.517186
- By:
- Publication type:
- Article
3
A LETTER FROM THE DIRECTOR OF THE IAFE.
- Published in:
- Journal of Derivatives, 2005, v. 12, n. 4, p. 4
- By:
- Publication type:
- Article
4
Enhancing the Accuracy of Pricing American and Bermudan Options.
- Published in:
- Journal of Derivatives, 2005, v. 12, n. 4, p. 34, doi. 10.3905/jod.2005.517184
- By:
- Publication type:
- Article
5
Efficient Control Variates and Strategies for Bermudan Swaptions in a LIBOR Market Model.
- Published in:
- Journal of Derivatives, 2005, v. 12, n. 4, p. 20, doi. 10.3905/jod.2005.517183
- By:
- Publication type:
- Article
6
Modeling Default Dependence with Threshold Models.
- Published in:
- Journal of Derivatives, 2005, v. 12, n. 4, p. 10, doi. 10.3905/jod.2005.517182
- By:
- Publication type:
- Article
7
A New Procedure for Pricing Parisian Options.
- Published in:
- Journal of Derivatives, 2005, v. 12, n. 4, p. 45, doi. 10.3905/jod.2005.517185
- By:
- Publication type:
- Article