Works matching IS 13806645 AND DT 2015 AND VI 18 AND IP 2
Results: 4
Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads-an explanation by means of a quanto option.
- Published in:
- Review of Derivatives Research, 2015, v. 18, n. 2, p. 107, doi. 10.1007/s11147-014-9106-z
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- Publication type:
- Article
The valuation and information content of options on crude-oil futures contracts.
- Published in:
- Review of Derivatives Research, 2015, v. 18, n. 2, p. 95, doi. 10.1007/s11147-014-9107-y
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- Publication type:
- Article
Erratum to: The valuation of forward-start rainbow options.
- Published in:
- 2015
- By:
- Publication type:
- Erratum
The valuation of forward-start rainbow options.
- Published in:
- Review of Derivatives Research, 2015, v. 18, n. 2, p. 145, doi. 10.1007/s11147-014-9105-0
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- Publication type:
- Article