General Restrictions on Prices of Financial Derivatives Written on Underlying Diffusions.
- Published in:
- Journal of Derivatives, 2022, v. 30, n. 1, p. 119, doi. 10.3905/jod.2022.1.168
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- Publication type:
- Article
Works matching IS 10741240 AND DT 2022 AND VI 30 AND IP 1
Results: 7
1
2
Zero Black-Derman-Toy Model in Catastrophic Events: COVID-19 Performance Analysis.
- Published in:
- Journal of Derivatives, 2022, v. 30, n. 1, p. 103, doi. 10.3905/jod.2022.1.164
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- Publication type:
- Article
3
Semi-Analytical Pricing of Barrier Options in the Time-Dependent λ-SABR Model: Uncorrelated Case.
- Published in:
- Journal of Derivatives, 2022, v. 30, n. 1, p. 74, doi. 10.3905/jod.2022.1.166
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- Publication type:
- Article
4
Which Factors Play a Role in CoCo Issuance? Evidence from European Banks.
- Published in:
- Journal of Derivatives, 2022, v. 30, n. 1, p. 58, doi. 10.3905/jod.2022.1.169
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- Publication type:
- Article
5
Evaluation of Deep Learning Algorithms for Quadratic Hedging.
- Published in:
- Journal of Derivatives, 2022, v. 30, n. 1, p. 32, doi. 10.3905/jod.2022.1.165
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- Publication type:
- Article
6
Robust and Nearly Exact Option Pricing with Bilateral Gamma Processes.
- Published in:
- Journal of Derivatives, 2022, v. 30, n. 1, p. 8, doi. 10.3905/jod.2022.1.163
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- Publication type:
- Article
7
Untitled.
- Published in:
- Journal of Derivatives, 2022, v. 30, n. 1, p. 1, doi. 10.3905/jod.2022.30.1.001
- By:
- Publication type:
- Article