Exchange option pricing under stochastic volatility: a correlation expansion.
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- Review of Derivatives Research, 2010, v. 13, n. 1, p. 45, doi. 10.1007/s11147-009-9043-4
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Works matching IS 13806645 AND DT 2010 AND VI 13 AND IP 1
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2
Convenience yields.
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- Review of Derivatives Research, 2010, v. 13, n. 1, p. 25, doi. 10.1007/s11147-009-9042-5
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3
A fast Fourier transform technique for pricing American options under stochastic volatility.
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- Review of Derivatives Research, 2010, v. 13, n. 1, p. 1, doi. 10.1007/s11147-009-9041-6
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4
Analytical approximations for the critical stock prices of American options: a performance comparison.
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- Review of Derivatives Research, 2010, v. 13, n. 1, p. 75, doi. 10.1007/s11147-009-9044-3
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- Article