On the primal-dual algorithm for callable Bermudan options.
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- Review of Derivatives Research, 2013, v. 16, n. 1, p. 79, doi. 10.1007/s11147-012-9078-9
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- Article
Works matching IS 13806645 AND DT 2013 AND VI 16 AND IP 1
Results: 4
1
2
Parametric modeling of implied smile functions: a generalized SVI model.
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- Review of Derivatives Research, 2013, v. 16, n. 1, p. 53, doi. 10.1007/s11147-012-9077-x
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- Publication type:
- Article
3
The performance of model based option trading strategies.
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- Review of Derivatives Research, 2013, v. 16, n. 1, p. 1, doi. 10.1007/s11147-012-9079-8
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- Publication type:
- Article
4
The αVG model for multivariate asset pricing: calibration and extension.
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- Review of Derivatives Research, 2013, v. 16, n. 1, p. 25, doi. 10.1007/s11147-012-9080-2
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- Article