Works matching IS 13806645 AND DT 2005 AND VI 8 AND IP 1
Results: 3
A Continuous Time Model to Price Commodity-Based Swing Options.
- Published in:
- Review of Derivatives Research, 2005, v. 8, n. 1, p. 27, doi. 10.1007/s11147-005-1006-9
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- Publication type:
- Article
Pricing of Defaultable Bonds with Log-Normal Spread: Development of the Model and an Application to Argentinean and Brazilian Bonds During the Argentine Crisis.
- Published in:
- Review of Derivatives Research, 2005, v. 8, n. 1, p. 49, doi. 10.1007/s11147-005-1007-8
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- Publication type:
- Article
A Comparison of Option Prices Under Different Pricing Measures in a Stochastic Volatility Model with Correlation.
- Published in:
- Review of Derivatives Research, 2005, v. 8, n. 1, p. 5, doi. 10.1007/s11147-005-1005-x
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- Publication type:
- Article