| 15
result(s) -
Result(s) 11 to
15 |
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| 11. | An Application of Malliavin Calculus to Continuous Time Asian Options Greeks
Publishing author: BENHAMOU Eric
Co-author(s):
Working paper (2000) - English
Online since 2002.11.29 at 13:48:26 -
265 download(s) - 2
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 292 KB) - Zip version (223 KB) |
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| 12. | Pricing Convexity Adjustment with Wiener Chaos
Publishing author: BENHAMOU Eric
Co-author(s):
Working paper (2000) - English
Online since 2002.11.28 at 15:06:31 -
194 download(s) - 2
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 332 KB) - Zip version (254 KB) |
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| 13. | Small Dimension PDE for Discrete Asian Options
Publishing author: BENHAMOU Eric
Co-author(s): DUGUET Alexandre
Working paper (2000 - London School of Economics) - English
Online since 2003.09.25 at 21:01:18 -
154 download(s) - 4
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 272 KB) - Zip version (249 KB) |
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| 14. | Fast Fourier Transform for Discrete Asian Options
Publishing author: BENHAMOU Eric
Co-author(s):
Working paper (2000 - Final form in Journal of Computational Finance Vol 6 / No 1, Fall 2002) - English
Online since 2002.12.06 at 11:48:09 -
181 download(s) - 1
rating(s)
- Average rating (/5): 1
Abstract | Download (.pdf - 705 KB) - Zip version (641 KB) |
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| 15. | A Martingale Result for Convexity Adjustment in the Black Pricing Model
Publishing author: BENHAMOU Eric
Co-author(s):
Working paper (2000) - English
Online since 2002.11.28 at 14:32:26 -
202 download(s) - 0
rating(s)
- Average rating (/5):
Abstract | Download (.pdf - 282 KB) - Zip version (215 KB) |
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