| 13
result(s) -
Result(s) 11 to
13 |
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| 11. | Minimax optimality of Bermudan claims: An arbitrage argument approach without probability theory
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Working paper (2003) - English
Online since 2003.12.01 at 07:55:22 -
189 download(s) - 2
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 119 KB) - Zip version (105 KB) |
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| 12. | Valuation of Credit Default Swaps and Swaptions: Version II
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Journal article (2003 - Forthcoming, Stochastics and Finance) - English
Online since 2003.11.10 at 10:24:00 -
462 download(s) - 0
rating(s)
- Average rating (/5):
Abstract | Download (.pdf - 289 KB) - Zip version (260 KB) |
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| 13. | Minimax Optimality of Bermudan and American Claims and their Monte-Carlo Upper Bound Approximation: Version II
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Working paper (2003) - English
Online since 2003.11.19 at 17:39:44 -
190 download(s) - 0
rating(s)
- Average rating (/5):
Abstract | Download (.pdf - 229 KB) - Zip version (204 KB) |
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