Making the best of best-of.
- Published in:
- Review of Derivatives Research, 2008, v. 11, n. 1/2, p. 1, doi. 10.1007/s11147-008-9022-1
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- Publication type:
- Article
Works matching IS 13806645 AND DT 2008 AND VI 11 AND IP 1/2
Results: 6
1
2
Stock options and managers’ incentives to cheat.
- Published in:
- Review of Derivatives Research, 2008, v. 11, n. 1/2, p. 41, doi. 10.1007/s11147-008-9023-0
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- Publication type:
- Article
3
Testing the martingale restriction for option implied densities.
- Published in:
- Review of Derivatives Research, 2008, v. 11, n. 1/2, p. 61, doi. 10.1007/s11147-008-9024-z
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- Publication type:
- Article
4
Adaptive placement method on pricing arithmetic average options.
- Published in:
- Review of Derivatives Research, 2008, v. 11, n. 1/2, p. 83, doi. 10.1007/s11147-008-9025-y
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- Publication type:
- Article
5
On improving the least squares Monte Carlo option valuation method.
- Published in:
- Review of Derivatives Research, 2008, v. 11, n. 1/2, p. 119, doi. 10.1007/s11147-008-9026-x
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- Publication type:
- Article
6
Single name credit default swaptions meet single sided jump models.
- Published in:
- Review of Derivatives Research, 2008, v. 11, n. 1/2, p. 153, doi. 10.1007/s11147-008-9027-9
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- Publication type:
- Article