Pricing CIR Yield Options by Conditional Moment Matching.
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- Asia-Pacific Financial Markets, 2017, v. 24, n. 1, p. 19, doi. 10.1007/s10690-017-9222-5
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Works matching IS 13872834 AND DT 2017 AND VI 24 AND IP 1
Results: 3
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2
Optimal Hedging of Basket Barrier Options with Additive Models and Its Application to Equity Value Separation Problem.
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- Asia-Pacific Financial Markets, 2017, v. 24, n. 1, p. 1, doi. 10.1007/s10690-016-9221-y
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- Article
3
Effects of Jumps and Small Noise in High-Frequency Financial Econometrics.
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- Asia-Pacific Financial Markets, 2017, v. 24, n. 1, p. 39, doi. 10.1007/s10690-017-9223-4
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