| 11. | Hedging Barrier Options: Current Methods and Alternatives
Publishing author: DUPONT Dominique Yves
Co-author(s):
Working paper (2001 - University of Twente) - English
Online since 2003.01.16 at 08:25:58 - 389 download(s) - 1
rating(s) - Average rating (/5): 4
Abstract | Download (pdf - 302 Ko) - Zip version (258 Ko) |
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| 12. | 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 Ko) - Zip version (223 Ko) |
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| 13. | Restricted Stocks and Options - not as restricted as we thought
Publishing author: CAO Melanie
Co-author(s): WEI Jason
Working paper (2002 - University of Toronto and York University) - English
Online since 2003.01.06 at 17:44:39 - 115 download(s) - 2
rating(s) - Average rating (/5): 4
Abstract | Download (pdf - 433 Ko) - Zip version (387 Ko) |
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| 14. | The Fair Value of Guaranteed Annuity Options
Publishing author: MILLOSSOVICH Pietro
Co-author(s): BIFFIS Enrico
Working paper (2004 - Dipartimento di Matematica Applicata, Universitŕ di Trieste) - English
Online since 2004.10.14 at 19:19:02 - 67 download(s) - 0
rating(s) - Average rating (/5):
Abstract | Download (pdf - 253 Ko) - Zip version (218 Ko) |
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| 15. | Options Prices with Uncertain Fundamentals: Theory and Evidence on the Dynamics of Implied Volatilities
Publishing author: DAVID Alexander
Co-author(s): VERONESI Pietro
Working paper (2002 - Olin School of Business - Washington University in St. Louis) - English
Online since 2003.02.12 at 01:52:41 - 388 download(s) - 3
rating(s) - Average rating (/5): 4
Abstract | Download (pdf - 706 Ko) - Zip version (536 Ko) |
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| 16. | Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility
Publishing author: GATFAOUI Hayette
Co-author(s): CHAUVEAU Thierry
Working paper (2004) - English
Online since 2004.04.07 at 10:49:22 - 254 download(s) - 2
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 502 Ko) - Zip version (461 Ko) |
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| 17. | Closed Form Formula for the Price of the Options on the 1 Day Brazilian Interfinancial Deposits Index – IDI
Publishing author: VALLS PEREIRA Pedro Luiz
Co-author(s): VIEIRA NETO Cícero Augusto
Working paper (2001 - Ibmec Business School - FinanceLab Working Paper) - English
Online since 2002.11.07 at 13:05:00 - 68 download(s) - 0
rating(s) - Average rating (/5):
Abstract | Download (pdf - 279 Ko) - Zip version (180 Ko) |
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| 18. | Numeraire-invariant option pricing and american, bermudan, trigger stream rollover (v1.6)
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Working paper (2004 - NIB Capital Bank, University of Twente) - English
Online since 2004.07.30 at 15:51:07 - 154 download(s) - 0
rating(s) - Average rating (/5):
Abstract | Download (pdf - 371 Ko) - Zip version (333 Ko) |
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| 19. | 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 Ko) - Zip version (248 Ko) |
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| 20. | Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options
Publishing author: GEREBEN Aron
Co-author(s):
Working paper (2002 - Reserve Bank of New Zealand) - English
Online since 2002.11.18 at 20:42:13 - 89 download(s) - 1
rating(s) - Average rating (/5): 4
Abstract | Download (pdf - 321 Ko) - Zip version (277 Ko) |
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