Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes.
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- Asia-Pacific Financial Markets, 2006, v. 13, n. 4, p. 327, doi. 10.1007/s10690-007-9048-7
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Works matching IS 13872834 AND DT 2006 AND VI 13 AND IP 4
Results: 6
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2
Pricing and Hedging of Multi Type Contracts under Multidimensional Risks in Incomplete Markets Modeled by General Itô SDE Systems.
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- Asia-Pacific Financial Markets, 2006, v. 13, n. 4, p. 345, doi. 10.1007/s10690-007-9049-6
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- Article
3
On the Hoggard–Whalley–Wilmott Equation for the Pricing of Options with Transaction Costs.
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- Asia-Pacific Financial Markets, 2006, v. 13, n. 4, p. 315, doi. 10.1007/s10690-007-9047-8
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4
Preface.
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- Asia-Pacific Financial Markets, 2006, v. 13, n. 4, p. 297, doi. 10.1007/s10690-007-9051-z
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- Article
5
Portfolio Optimization in Discontinuous Markets under Incomplete Information.
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- Asia-Pacific Financial Markets, 2006, v. 13, n. 4, p. 373, doi. 10.1007/s10690-007-9050-0
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- Article
6
What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates?
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- Asia-Pacific Financial Markets, 2006, v. 13, n. 4, p. 299, doi. 10.1007/s10690-007-9046-9
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- Article