| 21. | Spatial Interpolation for Lattice Option Pricing -- or Well Pruned Bushy Trees
Publishing author: KARGUINE Vladislav
Co-author(s):
Working paper (2002 - Cornerstone Research) - English
Online since 2003.01.14 at 13:26:47 - 77 download(s) - 1
rating(s) - Average rating (/5): 4
Abstract | Download (pdf - 324 Ko) - Zip version (287 Ko) |
|
|
| 22. | 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 Ko) - Zip version (563 Ko) |
|
|
| 23. | Volatility Surface EUR/USD options
Publishing author: MESSIAS Julien
Co-author(s):
Software (2006 - BFCM - CIC) - English
Online since 2007.03.25 at 17:31:16 - 100 download(s) - 1
rating(s) - Average rating (/5): 1
Abstract | Download (zip - 36 Ko) - Zip version (36 Ko) |
|
|
| 24. | Eurodollar futures and options: convexity adjustment in HJM one-factor model
Publishing author: HENRARD Marc
Co-author(s):
Working paper (2005) - English
Online since 2005.04.29 at 14:22:52 - 141 download(s) - 0
rating(s) - Average rating (/5):
Abstract | Download (pdf - 176 Ko) - Zip version (148 Ko) |
|
|
| 25. | PRICER FOREX OPTIONS Garman Kohlhagen
Publishing author: MESSIAS Julien
Co-author(s):
Software (2006 - BFCM - CIC) - English
Online since 2007.03.25 at 17:27:32 - 85 download(s) - 0
rating(s) - Average rating (/5):
Abstract | Download (zip - 29 Ko) - Zip version (29 Ko) |
|
|
| 26. | 中国可转债定价研究 (Pricing of Convertible Bonds in China)
Publishing author: LIN Hai
Co-author(s): ZHENG Zhenlong
Journal article (2004 - Journal of Xiamen University) - Chinese
Online since 2004.06.05 at 08:00:14 - 78 download(s) - 2
rating(s) - Average rating (/5): 4
Abstract (Abstract in English) | Download (doc - 131 Ko) - Zip version (43 Ko) |
|
|
| 27. | Minimax optimality of Bermudan claims: An arbitrage argument approach without probability theory
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Working paper (2003) - English
Online since 2003.12.01 at 07:55:22 - 189 download(s) - 2
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 119 Ko) - Zip version (105 Ko) |
|
|
| 28. | 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 Ko) - Zip version (249 Ko) |
|
|
| 29. | 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 - 111 download(s) - 0
rating(s) - Average rating (/5):
Abstract | Download (PDF - 158 Ko) - Zip version (140 Ko) |
|
|
| 30. | Exchange Options
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Working paper (2007 - Twente University) - English
Online since 2007.08.18 at 20:28:21 - 103 download(s) - 1
rating(s) - Average rating (/5): 5
Abstract | Download (pdf - 282 Ko) - Zip version (254 Ko) |
|
|
|
|
