| 492
result(s) -
Result(s) 441 to
450 |
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| 441. | 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 -
337 download(s) - 0
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Abstract | Download (.pdf - 94 KB) - Zip version (84 KB) |
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| 442. | 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 -
639 download(s) - 3
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 99 KB) - Zip version (87 KB) |
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| 443. | 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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| 444. | 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 -
410 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 215 KB) - Zip version (160 KB) |
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| 445. | 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 -
246 download(s) - 2
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 1379 KB) - Zip version (563 KB) |
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| 446. | 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 -
85 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 822 KB) - Zip version (638 KB) |
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| 447. | 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 -
726 download(s) - 7
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 1634 KB) - Zip version (1453 KB) |
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| 448. | 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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| 449. | A Generalisation of Malliavin Weighted Scheme for Fast Computation of the Greeks
Publishing author: BENHAMOU Eric
Co-author(s):
Working paper (2000) - English
Online since 2002.11.29 at 13:47:19 -
179 download(s) - 1
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 342 KB) - Zip version (259 KB) |
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| 450. | 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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