Profitability patterns in the interest rate derivatives market.
- Published in:
- Review of Derivatives Research, 2017, v. 20, n. 3, p. 231, doi. 10.1007/s11147-017-9129-3
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- Publication type:
- Article
Works matching IS 13806645 AND DT 2017 AND VI 20 AND IP 3
Results: 4
1
2
Pricing double barrier options under a volatility regime-switching model with psychological barriers.
- Published in:
- Review of Derivatives Research, 2017, v. 20, n. 3, p. 255, doi. 10.1007/s11147-017-9130-x
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- Publication type:
- Article
3
The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk.
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- Review of Derivatives Research, 2017, v. 20, n. 3, p. 281, doi. 10.1007/s11147-017-9131-9
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- Publication type:
- Article
4
A unified approach for the pricing of options relating to averages.
- Published in:
- Review of Derivatives Research, 2017, v. 20, n. 3, p. 203, doi. 10.1007/s11147-017-9128-4
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- Publication type:
- Article