Moment-Matching Approximations for Asian Options.
- Published in:
- Journal of Derivatives, 2014, v. 21, n. 4, p. 103, doi. 10.3905/jod.2014.21.4.103
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 2014 AND VI 21 AND IP 4
Results: 7
1
2
Pricing Composite and Quanto Derivatives under Stochastic Correlation and Stochastic Volatility.
- Published in:
- Journal of Derivatives, 2014, v. 21, n. 4, p. 82, doi. 10.3905/jod.2014.21.4.082
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- Publication type:
- Article
3
Have Domestic Institutional Investors Become as Market Savvy as Foreign Investors? Evidence from the Taiwan Options Market.
- Published in:
- Journal of Derivatives, 2014, v. 21, n. 4, p. 63, doi. 10.3905/jod.2014.21.4.063
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- Publication type:
- Article
4
Which Types of Traders and Orders Profit from Futures Market Trading?
- Published in:
- Journal of Derivatives, 2014, v. 21, n. 4, p. 49, doi. 10.3905/jod.2014.21.4.049
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- Publication type:
- Article
5
Analytical Bound on the Cost of Illiquidity for Equity Securities Subject to Sale Restrictions.
- Published in:
- Journal of Derivatives, 2014, v. 21, n. 4, p. 31, doi. 10.3905/jod.2014.21.4.031
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- Publication type:
- Article
6
Barrier Caps and Floors under the LIBOR Market Model with Double Exponential Jumps.
- Published in:
- Journal of Derivatives, 2014, v. 21, n. 4, p. 7, doi. 10.3905/jod.2014.21.4.007
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- Publication type:
- Article
7
Untitled.
- Published in:
- Journal of Derivatives, 2014, v. 21, n. 4, p. 1
- By:
- Publication type:
- Article