Practical Valuation of Options on Durable Goods.
- Published in:
- Journal of Derivatives, 2015, v. 22, n. 3, p. 95, doi. 10.3905/jod.2015.22.3.095
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 2015 AND VI 22 AND IP 3
Results: 8
1
2
Autocallable Structured Products.
- Published in:
- Journal of Derivatives, 2015, v. 22, n. 3, p. 73, doi. 10.3905/jod.2015.22.3.073
- By:
- Publication type:
- Article
3
Robust Estimation of Shape-Constrained State Price Density Surfaces.
- Published in:
- Journal of Derivatives, 2015, v. 22, n. 3, p. 56, doi. 10.3905/jod.2015.22.3.056
- By:
- Publication type:
- Article
4
Implied Binomial Trees with Cubic Spline Smoothing.
- Published in:
- Journal of Derivatives, 2015, v. 22, n. 3, p. 40, doi. 10.3905/jod.2015.22.3.040
- By:
- Publication type:
- Article
5
Calibrating and Pricing with a Stochastic-Local Volatility Model.
- Published in:
- Journal of Derivatives, 2015, v. 22, n. 3, p. 21, doi. 10.3905/jod.2015.22.3.021
- By:
- Publication type:
- Article
6
Consistent Modeling of Discrete Cash Dividends.
- Published in:
- Journal of Derivatives, 2015, v. 22, n. 3, p. 9, doi. 10.3905/jod.2015.22.3.009
- By:
- Publication type:
- Article
7
A LETTER FROM THE EXECUTIVE DIRECTOR OF THE INTERNATIONAL ASSOCIATION FOR QUANTITATIVE FINANCE (IAQF).
- Published in:
- 2015
- By:
- Publication type:
- Letter
8
Vol Is Back! (But Where Did the January Effect Go?).
- Published in:
- Journal of Derivatives, 2015, v. 22, n. 3, p. 1
- By:
- Publication type:
- Article