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DERIVATIVES.
- Published in:
- Journal of Derivatives, 2007, v. 14, n. 4, p. 1
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- Article
A LETTER FROM THE DIRECTOR OF THE IAFE.
- Published in:
- Journal of Derivatives, 2007, v. 14, n. 4, p. 7
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- Article
A Closed Form Approach to the Valuation and Hedging of Basket and Spread Options.
- Published in:
- Journal of Derivatives, 2007, v. 14, n. 4, p. 8, doi. 10.3905/jod.2007.686420
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- Article
A Tree Model for Pricing Convertible Bonds with Equity, Interest Rate, and Default Risk.
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- Journal of Derivatives, 2007, v. 14, n. 4, p. 25, doi. 10.3905/jod.2007.686421
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- Article
Calibration Risk for Exotic Options.
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- Journal of Derivatives, 2007, v. 14, n. 4, p. 47, doi. 10.3905/jod.2007.686422
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- Article
An Algorithm for Simulating Bermudan Option Prices on Simulated Asset Prices.
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- Journal of Derivatives, 2007, v. 14, n. 4, p. 64, doi. 10.3905/jod.2007.686423
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- Article
Transitional Densities of Diffusion Processes: A New Approach to Solving the Fokker-Planck Equation.
- Published in:
- Journal of Derivatives, 2007, v. 14, n. 4, p. 86, doi. 10.3905/jod.2007.686424
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- Article