Pricing Parisian Options by Generating Functions.
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- Journal of Derivatives, 2009, v. 16, n. 4, p. 72, doi. 10.3905/JOD.2009.16.4.072
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- Article
Works matching IS 10741240 AND DT 2009 AND VI 16 AND IP 4
Results: 6
1
2
On Perpetual American Strangles.
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- Journal of Derivatives, 2009, v. 16, n. 4, p. 82, doi. 10.3905/JOD.2009.16.4.082
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- Publication type:
- Article
3
A Multi-Factor Cross-Currency LIBOR Market Model.
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- Journal of Derivatives, 2009, v. 16, n. 4, p. 53, doi. 10.3905/JOD.2009.16.4.053
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- Publication type:
- Article
4
A Comparative Analysis of CDO Pricing Models under the Factor Copula Framework.
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- Journal of Derivatives, 2009, v. 16, n. 4, p. 9, doi. 10.3905/JOD.2009.16.4.009
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- Article
5
Untitled.
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- Journal of Derivatives, 2009, v. 16, n. 4, p. 1
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- Publication type:
- Article
6
Cross-Sectional Analysis of Risk-Neutral Skewness.
- Published in:
- Journal of Derivatives, 2009, v. 16, n. 4, p. 38, doi. 10.3905/JOD.2009.16.4.038
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- Article