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- Published in:
- Journal of Derivatives, 2011, v. 18, n. 3, p. 1
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- Publication type:
- Article
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
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- Publication type:
- Article
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
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- Publication type:
- Article
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
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- Publication type:
- Article
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
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- Publication type:
- Article
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
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- Publication type:
- Article