| 340
result(s) -
Result(s) 291 to
300 |
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| 291. | Replicating and super replicating portfolios in the Boyle-Vorst discrete-time option pricing model with transactions costs
Publishing author: PALMER Kenneth James
Co-author(s):
Working paper (2001 - University of Melbourne) - English
Online since 2002.12.23 at 03:29:37 -
110 download(s) - 0
rating(s)
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Abstract | Download (.PDF - 158 KB) - Zip version (140 KB) |
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| 292. | Stock Returns and Volatility in India: An Empirical Puzzle?
Publishing author: PATTANAIK Sitikantha
Co-author(s): CHATTERJEE Bhaskar
Journal article (2000 - Reserve Bank of India Occasional Papers – Vol. 21, No. 1, Summer, 2000) - English
Online since 2002.12.21 at 16:25:58 -
442 download(s) - 1
rating(s)
- Average rating (/5): 5
Abstract | Download (.pdf - 122 KB) - Zip version (111 KB) |
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| 293. | Default Implied Volatility for Credit Spread
Publishing author: ZHENG C.K.
Co-author(s):
Working paper (1999) - English
Online since 2002.12.18 at 16:26:35 -
335 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 94 KB) - Zip version (84 KB) |
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| 294. | Valuing Companies by Cash Flow Discounting: Ten Methods and Nine Theories
Publishing author: FERNANDEZ Pablo
Co-author(s):
Working paper (2001 - IESE Business School) - English
Online since 2002.12.17 at 16:09:38 -
634 download(s) - 3
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 99 KB) - Zip version (87 KB) |
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| 295. | 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 -
180 download(s) - 1
rating(s)
- Average rating (/5): 1
Abstract | Download (.pdf - 705 KB) - Zip version (641 KB) |
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| 296. | Smart Monte Carlo: various tricks using Malliavin calculus
Publishing author: BENHAMOU Eric
Co-author(s):
Working paper (2002 - Final form in Quantitative Finance, Vol 2, No5, October 2002) - English
Online since 2002.12.03 at 22:32:02 -
409 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 215 KB) - Zip version (160 KB) |
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| 297. | A better approximate formula for pricing American options
Publishing author: GALY Sébastien
Co-author(s):
Working paper (2000 - Concordia University) - English
Online since 2002.12.02 at 17:42:57 -
245 download(s) - 2
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 1379 KB) - Zip version (563 KB) |
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| 298. | Illusion of Expertise in Portfolio Decisions: An Experimental Approach
Publishing author: FELLNER Gerlinde
Co-author(s): GUETH Werner / MACIEJOVSKY Boris
Working paper (2002 - Max Planck Institute for Research into Economic Systems, Strategic Interaction Group) - English
Online since 2002.12.02 at 10:12:59 -
84 download(s) - 0
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Abstract | Download (.pdf - 822 KB) - Zip version (638 KB) |
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| 299. | Application of Malliavin Calculus and Wiener Chaos
Publishing author: BENHAMOU Eric
Co-author(s):
Doctoral dissertation (2000 - University of London - London School of Economics) - English
Online since 2002.11.29 at 13:51:45 -
723 download(s) - 7
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 1634 KB) - Zip version (1453 KB) |
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| 300. | 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 -
264 download(s) - 2
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 292 KB) - Zip version (223 KB) |
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