A New Approach for Computing Option Prices of the Hull-White Type with Stepwise Reversion and Volatility Functions.
- Published in:
- Journal of Derivatives, 2007, v. 15, n. 1, p. 67, doi. 10.3905/jod.2007.694793
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- Publication type:
- Article
Works matching IS 10741240 AND DT 2007 AND VI 15 AND IP 1
Results: 7
1
2
Properties of the Chooser Flexible Cap.
- Published in:
- Journal of Derivatives, 2007, v. 15, n. 1, p. 86, doi. 10.3905/jod.2007.694795
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- Publication type:
- Article
3
Extracting and Applying Smooth Forward Curves From Average-Based Commodity Contracts with Seasonal Variation.
- Published in:
- Journal of Derivatives, 2007, v. 15, n. 1, p. 52, doi. 10.3905/jod.2007.694791
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- Publication type:
- Article
4
Do Lead-Lag Effects Affect Derivative Pricing?
- Published in:
- Journal of Derivatives, 2007, v. 15, n. 1, p. 34, doi. 10.3905/jod.2007.694701
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- Publication type:
- Article
5
On Pricing and Hedging in the Swaption Market: How Many Factors, Really?
- Published in:
- Journal of Derivatives, 2007, v. 15, n. 1, p. 9, doi. 10.3905/jod.2007.694699
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- Publication type:
- Article
6
A LETTER FROM THE DIRECTOR OF THE IAFE.
- Published in:
- Journal of Derivatives, 2007, v. 15, n. 1, p. 8
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- Publication type:
- Article
7
Untitled.
- Published in:
- Journal of Derivatives, 2007, v. 15, n. 1, p. 1
- By:
- Publication type:
- Article