A Lattice Approach to Pricing of Multivariate Contingent Claims with Regime Switching.
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- Journal of Derivatives, 2009, v. 17, n. 1, p. 49, doi. 10.3905/JOD.2009.17.1.049
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- Publication type:
- Article
Works matching IS 10741240 AND DT 2009 AND VI 17 AND IP 1
Results: 6
1
2
Analytical Valuation of Barrier Interest Rate Options Under Market Models.
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- Journal of Derivatives, 2009, v. 17, n. 1, p. 21, doi. 10.3905/JOD.2009.17.1.021
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- Publication type:
- Article
3
Mr. Madoff's Amazing Returns: An Analysis of the Split-Strike Conversion Strategy.
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- Journal of Derivatives, 2009, v. 17, n. 1, p. 62, doi. 10.3905/JOD.2009.17.1.062
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- Publication type:
- Article
4
Empirical Properties of Straddle Returns.
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- Journal of Derivatives, 2009, v. 17, n. 1, p. 38, doi. 10.3905/JOD.2009.17.1.038
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- Publication type:
- Article
5
Asymmetric Dependence Implications for Extreme Risk Management.
- Published in:
- Journal of Derivatives, 2009, v. 17, n. 1, p. 7, doi. 10.3905/JOD.2009.17.1.007
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- Publication type:
- Article
6
Untitled.
- Published in:
- Journal of Derivatives, 2009, v. 17, n. 1, p. 1
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- Publication type:
- Article