Works matching IS 10741240 AND DT 2007 AND VI 14 AND IP 4

Results: 7

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

By:

Hurn, A. S.;
Jeisman, J. I.;
Lindsay, K. A.

Publication type:

Article

An Algorithm for Simulating Bermudan Option Prices on Simulated Asset Prices.

Published in:

Journal of Derivatives, 2007, v. 14, n. 4, p. 64, doi. 10.3905/jod.2007.686423

By:

Huge, Brian Norsk;
Rom-Poulsen, Niels

Publication type:

Article

A Tree Model for Pricing Convertible Bonds with Equity, Interest Rate, and Default Risk.

Published in:

Journal of Derivatives, 2007, v. 14, n. 4, p. 25, doi. 10.3905/jod.2007.686421

By:

Chambers, Donald R.;
Qin Lu

Publication type:

Article

A LETTER FROM THE DIRECTOR OF THE IAFE.

Published in:

Journal of Derivatives, 2007, v. 14, n. 4, p. 7

By:

Jaffe, David

Publication type:

Article

DERIVATIVES.

Published in:

Journal of Derivatives, 2007, v. 14, n. 4, p. 1

By:

Figlewski, Stephen

Publication type:

Article

Calibration Risk for Exotic Options.

Published in:

Journal of Derivatives, 2007, v. 14, n. 4, p. 47, doi. 10.3905/jod.2007.686422

By:

Detlefsen, K.;
Härdle, Wolfgang K.

Publication type:

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

By:

Borovkova, Svetlana;
Permana, Ferry J.;
Weide, Hans V. D.

Publication type:

Article