A LETTER FROM THE DIRECTOR OF THE IAFE.
- Published in:
- Journal of Derivatives, 2010, v. 18, n. 1, p. 8
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- Publication type:
- Article
Works matching IS 10741240 AND DT 2010 AND VI 18 AND IP 1
Results: 6
1
2
Liquidity Options.
- Published in:
- Journal of Derivatives, 2010, v. 18, n. 1, p. 80, doi. 10.3905/jod.2010.18.1.080
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- Publication type:
- Article
3
Step Double Barrier Options.
- Published in:
- Journal of Derivatives, 2010, v. 18, n. 1, p. 59, doi. 10.3905/jod.2010.18.1.059
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- Publication type:
- Article
4
An Empirical Characteristic Function Approach to VaR Under a Mixture-of-Normal Distribution with Time-Varying Volatility.
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- Journal of Derivatives, 2010, v. 18, n. 1, p. 39, doi. 10.3905/jod.2010.18.1.039
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- Publication type:
- Article
5
Fast Analytic Option Valuation with GARCH.
- Published in:
- Journal of Derivatives, 2010, v. 18, n. 1, p. 18, doi. 10.3905/jod.2010.18.1.018
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- Publication type:
- Article
6
A Fully Coupled Solution Algorithm for Pricing Options with Complex Barrier Structures.
- Published in:
- Journal of Derivatives, 2010, v. 18, n. 1, p. 9, doi. 10.3905/jod.2010.18.1.009
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- Publication type:
- Article