Found: 7
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Untitled.
- Published in:
- Journal of Derivatives, 2017, v. 24, n. 3, p. 1
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- Publication type:
- Article
A LETTER FROM THE EXECUTIVE DIRECTOR OF THE INTERNATIONAL ASSOCIATION FOR QUANTITATIVE FINANCE (IAQF).
- Published in:
- 2017
- By:
- Publication type:
- Obituary
Option Pricing via QUAD: From Black-Scholes-Merton to Heston with Jumps.
- Published in:
- Journal of Derivatives, 2017, v. 24, n. 3, p. 9, doi. 10.3905/jod.2017.24.3.009
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- Publication type:
- Article
Analytical Pricing of European Bond Options within One-Factor Quadratic Term Structure Models.
- Published in:
- Journal of Derivatives, 2017, v. 24, n. 3, p. 29, doi. 10.3905/jod.2017.24.3.029
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- Publication type:
- Article
Model-Based versus Model-Free Implied Volatility: Evidence from North American, European, and Asian Index Option Markets.
- Published in:
- Journal of Derivatives, 2017, v. 24, n. 3, p. 42, doi. 10.3905/jod.2017.24.3.042
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- Publication type:
- Article
Internal Valuation of Assets with Liquidity Risk.
- Published in:
- Journal of Derivatives, 2017, v. 24, n. 3, p. 70, doi. 10.3905/jod.2017.24.3.070
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- Publication type:
- Article
Vulnerable Exotic Derivatives.
- Published in:
- Journal of Derivatives, 2017, v. 24, n. 3, p. 84, doi. 10.3905/jod.2017.24.3.084
- By:
- Publication type:
- Article