Four Things You Might Not Know About the Black-Scholes Formula.
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- Journal of Derivatives, 2007, v. 15, n. 2, p. 77, doi. 10.3905/jod.2007.699047
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Works matching IS 10741240 AND DT 2007 AND VI 15 AND IP 2
Results: 5
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2
Time Series Modeling of Daily Log-Price Ranges for CHF/USD and USD/GBP.
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- Journal of Derivatives, 2007, v. 15, n. 2, p. 39, doi. 10.3905/jod.2007.699045
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- Article
3
Cross-Currency Equity Swaps in the BGM Model.
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- Journal of Derivatives, 2007, v. 15, n. 2, p. 60, doi. 10.3905/jod.2007.699046
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- Publication type:
- Article
4
An Efficient Algorithm for Basket Default Swap Valuation.
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- Journal of Derivatives, 2007, v. 15, n. 2, p. 8, doi. 10.3905/jod.2007.699043
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- Publication type:
- Article
5
Price Discovery in the U.S. Stock Options Market.
- Published in:
- Journal of Derivatives, 2007, v. 15, n. 2, p. 20, doi. 10.3905/jod.2007.699044
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- Publication type:
- Article