Tax liens: a novel application of asset pricing theory.
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- Review of Derivatives Research, 2008, v. 10, n. 2, p. 181, doi. 10.1007/s11147-008-9019-9
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Works matching IS 13806645 AND DT 2008 AND VI 10 AND IP 2
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Option pricing when correlations are stochastic: an analytical framework.
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- Review of Derivatives Research, 2008, v. 10, n. 2, p. 151, doi. 10.1007/s11147-008-9018-x
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3
A new approach for option pricing under stochastic volatility.
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- Review of Derivatives Research, 2008, v. 10, n. 2, p. 87, doi. 10.1007/s11147-007-9014-6
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- Article