A Multi-Parameter Extension of Figlewski's Option-Pricing Formula.
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- Journal of Derivatives, 2011, v. 19, n. 1, p. 72, doi. 10.3905/jod.2011.19.1.072
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- Publication type:
- Article
Works matching IS 10741240 AND DT 2011 AND VI 19 AND IP 1
Results: 7
1
2
A Survey on the Usage of Derivatives and Their Effect on Cost of Equity Capital.
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- Journal of Derivatives, 2011, v. 19, n. 1, p. 56, doi. 10.3905/jod.2011.19.1.056
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- Publication type:
- Article
3
VALUATION OF CMS Spread Options with Nonzero Strike Rates in the LIBOR Market Model.
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- Journal of Derivatives, 2011, v. 19, n. 1, p. 41, doi. 10.3905/jod.2011.19.1.041
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- Publication type:
- Article
4
An Efficient Lattice Algorithm for the LIBOR Market Model.
- Published in:
- Journal of Derivatives, 2011, v. 19, n. 1, p. 25, doi. 10.3905/jod.2011.19.1.025
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- Publication type:
- Article
5
The Performance of Johnson Distributions for Computing Value at Risk and Expected Shortfall.
- Published in:
- Journal of Derivatives, 2011, v. 19, n. 1, p. 7, doi. 10.3905/jod.2011.19.1.007
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- Publication type:
- Article
6
A LETTER FROM THE DIRECTOR OF THE IAFE.
- Published in:
- Journal of Derivatives, 2011, v. 19, n. 1, p. 6
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- Publication type:
- Article
7
Untitled.
- Published in:
- Journal of Derivatives, 2011, v. 19, n. 1, p. 1
- By:
- Publication type:
- Article