Valuation of Long-Term Flexible Gas Contracts.
- Published in:
- Journal of Derivatives, 2011, v. 18, n. 3, p. 75, doi. 10.3905/jod.2011.18.3.075
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 2011 AND VI 18 AND IP 3
Results: 6
1
2
Force-Fitting CDS Spreads to CDS Index Swaps.
- Published in:
- Journal of Derivatives, 2011, v. 18, n. 3, p. 61, doi. 10.3905/jod.2011.18.3.061
- By:
- Publication type:
- Article
3
The Generalized Extreme Value Distribution, Implied Tail Index, and Option Pricing.
- Published in:
- Journal of Derivatives, 2011, v. 18, n. 3, p. 35, doi. 10.3905/jod.2011.18.3.035
- By:
- Publication type:
- Article
4
Extracting Risk-Neutral Density and Its Moments from American Option Prices.
- Published in:
- Journal of Derivatives, 2011, v. 18, n. 3, p. 17, doi. 10.3905/jod.2011.18.3.017
- By:
- Publication type:
- Article
5
Accelerating the Calibration of Stochastic Volatility Models.
- Published in:
- Journal of Derivatives, 2011, v. 18, n. 3, p. 7, doi. 10.3905/jod.2011.18.3.007
- By:
- Publication type:
- Article
6
Untitled.
- Published in:
- Journal of Derivatives, 2011, v. 18, n. 3, p. 1
- By:
- Publication type:
- Article