Gas Storage Valuation Using a Monte Carlo Method.
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- Journal of Derivatives, 2008, v. 15, n. 3, p. 81, doi. 10.3905/jod.2008.702507
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- Publication type:
- Article
Works matching IS 10741240 AND DT 2008 AND VI 15 AND IP 3
Results: 5
1
2
Closed-Form Approximations for Spread Option Prices and Greeks.
- Published in:
- Journal of Derivatives, 2008, v. 15, n. 3, p. 58, doi. 10.3905/jod.2008.702506
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- Publication type:
- Article
3
Ratio Spreads.
- Published in:
- Journal of Derivatives, 2008, v. 15, n. 3, p. 41, doi. 10.3905/jod.2008.702505
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- Publication type:
- Article
4
A Generalized Single Common Factor Model of Portfolio Credit Risk.
- Published in:
- Journal of Derivatives, 2008, v. 15, n. 3, p. 25, doi. 10.3905/jod.2008.702504
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- Publication type:
- Article
5
Pricing and Hedging Volatility Derivatives.
- Published in:
- Journal of Derivatives, 2008, v. 15, n. 3, p. 7, doi. 10.3905/jod.2008.702503
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- Publication type:
- Article