A Simplified Approach to Approximate Diffusion Processes Widely Used in Finance.
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- Journal of Derivatives, 2010, v. 17, n. 3, p. 65, doi. 10.3905/jod.2010.17.3.065
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- Article
Works matching IS 10741240 AND DT 2010 AND VI 17 AND IP 3
Results: 8
1
2
Improved Implementation of Local Volatility and Its Application to S&P 500 Index Options.
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- Journal of Derivatives, 2010, v. 17, n. 3, p. 53, doi. 10.3905/jod.2010.17.3.053
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- Article
3
Efficient Monte Carlo Barrier Option Pricing When the Underlying Security Price Follows a Jump-Diffusion Process.
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- Journal of Derivatives, 2010, v. 17, n. 3, p. 45, doi. 10.3905/jod.2010.17.3.045
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- Article
4
Analytical VaR and Expected Shortfall for Quadratic Portfolios.
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- Journal of Derivatives, 2010, v. 17, n. 3, p. 33, doi. 10.3905/jod.2010.17.3.033
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- Publication type:
- Article
5
Variance Risk Premia in Energy Commodities.
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- Journal of Derivatives, 2010, v. 17, n. 3, p. 15, doi. 10.3905/jod.2010.17.3.015
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- Publication type:
- Article
6
Using Order Statistics to Estimate Confidence Intervals for Quantile-Based Risk Measures.
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- Journal of Derivatives, 2010, v. 17, n. 3, p. 9, doi. 10.3905/jod.2010.17.3.009
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- Publication type:
- Article
7
A LETTER FROM THE DIRECTOR OF THE IAFE.
- Published in:
- Journal of Derivatives, 2010, v. 17, n. 3, p. 8
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- Article
8
THE JOURNAL OF DERIVATIVES.
- Published in:
- Journal of Derivatives, 2010, v. 17, n. 3, p. 1
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- Publication type:
- Article