Works matching IS 13806645 AND DT 2006 AND VI 9 AND IP 1

Results: 3
    1

    Calibration and hedging under jump diffusion.

    Published in:
    Review of Derivatives Research, 2006, v. 9, n. 1, p. 1, doi. 10.1007/s11147-006-9003-1
    By:
    • He, C.;
    • Kennedy, J.;
    • Coleman, T.;
    • Forsyth, P.;
    • Li, Y.;
    • Vetzal, K.
    Publication type:
    Article
    2

    Valuing reload options.

    Published in:
    Review of Derivatives Research, 2006, v. 9, n. 1, p. 67, doi. 10.1007/s11147-006-9005-z
    By:
    • Ingersoll, Jonathan
    Publication type:
    Article
    3