A New Type of Barrier Options: Lizard Option.
- Published in:
- Asia-Pacific Financial Markets, 2015, v. 22, n. 1, p. 75, doi. 10.1007/s10690-014-9193-8
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- Publication type:
- Article
Works matching IS 13872834 AND DT 2015 AND VI 22 AND IP 1
Results: 5
1
2
A Modified Arbitrage-Free Nelson-Siegel Model: An Alternative Affine Term Structure Model of Interest Rates.
- Published in:
- Asia-Pacific Financial Markets, 2015, v. 22, n. 1, p. 53, doi. 10.1007/s10690-014-9191-x
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- Publication type:
- Article
3
Relationship Between Conditional Volatility of Domestic Macroeconomic Factors and Conditional Stock Market Volatility: Some Further Evidence from India.
- Published in:
- Asia-Pacific Financial Markets, 2015, v. 22, n. 1, p. 87, doi. 10.1007/s10690-014-9194-7
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- Publication type:
- Article
4
Dimension Reduction for Pricing Options Under Multidimensional Lévy Processes.
- Published in:
- Asia-Pacific Financial Markets, 2015, v. 22, n. 1, p. 1, doi. 10.1007/s10690-014-9190-y
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- Publication type:
- Article
5
Option Pricing for Symmetric Lévy Returns with Applications.
- Published in:
- Asia-Pacific Financial Markets, 2015, v. 22, n. 1, p. 27, doi. 10.1007/s10690-014-9192-9
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- Publication type:
- Article