| 329
result(s) -
Result(s) 291 to
300 |
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| 291. | 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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| 292. | 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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| 293. | 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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| 294. | 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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| 295. | 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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| 296. | 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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| 297. | 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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| 298. | Option pricing with Levy Process
Publishing author: BENHAMOU Eric
Co-author(s):
Working paper (2000) - English
Online since 2002.11.28 at 13:24:14 -
441 download(s) - 2
rating(s)
- Average rating (/5): 5
Abstract | Download (.pdf - 274 KB) - Zip version (248 KB) |
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| 299. | Bond return predictability and optimal portfolio choice
Publishing author: MAES Konstantijn
Co-author(s):
Working paper (2002) - English
Online since 2002.11.27 at 11:39:10 -
228 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 795 KB) - Zip version (734 KB) |
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| 300. | Approximated moment-matching dynamics
Publishing author: MERCURIO Fabio
Co-author(s): BRIGO Damiano / RAPISARDA Francesco / SCOTTI Rita
Working paper (2001 - Banca IMI) - English
Online since 2002.11.22 at 09:46:45 -
120 download(s) - 1
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 374 KB) - Zip version (332 KB) |
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