| 1. | Enhanced Monte Carlo Methods for Pricing and Hedging Exotic Options
Publishing author: PAPATHEODOROU Vasileios
Co-author(s):
Master's thesis (2005 - Oxford University) - English
Online since 2006.04.29 at 19:10:54 - 396 download(s) - 1
rating(s) - Average rating (/5): 5
Abstract | Download (pdf - 760 Ko) - Zip version (611 Ko) |
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| 2. | Real options approach and the flexibility value of a series of uncertain investment projects in a pharmaceutical plant
Publishing author: BEN YOUSSEF Aymen
Co-author(s):
Master's thesis (2004 - ISG Sousse) - English
Online since 2005.09.29 at 22:11:54 - 313 download(s) - 1
rating(s) - Average rating (/5): 5
Abstract | Download (pdf - 1263 Ko) - Zip version (1181 Ko) |
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| 3. | Options de Croissance, Coût du Capital et Valeur Des Investissements
Publishing author: GABILLON Jean Claude
Co-author(s):
Working paper (2006 - ESCT-Univ Toulouse III) - French
Online since 2006.07.11 at 17:04:12 - 110 download(s) - 1
rating(s) - Average rating (/5): 5
Abstract (Abstract in English) | Download (pdf - 275 Ko) - Zip version (243 Ko) |
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| 4. | 银行资产负债业务中隐含期权的定价 (The Decomposition and Pricing of Implied Options from Liabilities and Assets of Banks)
Publishing author: LIN Hai
Co-author(s): ZHENG Zhenlong
Working paper (2003 - Department of Finance, Xiamen University, China) - Chinese
Online since 2003.06.04 at 16:44:13 - 94 download(s) - 3
rating(s) - Average rating (/5): 4
Abstract (Abstract in English) | Download (pdf - 55 Ko) - Zip version (42 Ko) |
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| 5. | The Subjective value of Executive Stock Options: A comparative study (Version 2)
Publishing author: GHODBANE Oujden
Co-author(s):
Working paper (2004) - English
Online since 2004.09.28 at 14:37:19 - 71 download(s) - 0
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Abstract | Download (pdf - 240 Ko) - Zip version (214 Ko) |
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| 6. | Impact de l'observation partielle sur l'évaluation d'une option en marché incomplet. (Impact of partial observation on the valuation of an option in incomplete markets.)
Publishing author: BONIER Noé
Co-author(s): KHARROUBI Idris
Master's thesis (2006 - ENSAE, Modélisation Aléatoire PVII, Mathématiques de l'Assurance, des Sciences Economiques et de la Finance - Paris IX-Dauphine) - French
Online since 2006.08.22 at 12:06:21 - 68 download(s) - 0
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Abstract (Abstract in English) | Download (pdf - 1082 Ko) - Zip version (940 Ko) |
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| 7. | Equilibrium Valuation of Options on the Market Portfolio with Return Predictability and Stochastic Volatility
Publishing author: CAO Melanie
Co-author(s):
Working paper (2002 - York University) - English
Online since 2003.01.06 at 17:48:26 - 177 download(s) - 0
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Abstract | Download (pdf - 494 Ko) - Zip version (452 Ko) |
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| 8. | Invariant Option Pricing and Minimax Duality of American and Bermudan Options
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Presentation (2005 - Will be given at April 2005 Risk conference in Monte-Carlo) - English
Online since 2005.04.20 at 14:06:44 - 109 download(s) - 0
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Abstract | Download (pdf - 261 Ko) - Zip version (204 Ko) |
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| 9. | Etude des options CPPI "Overlay"
Publishing author: ARGOU Philippe
Co-author(s):
Working paper (2006) - French
Online since 2006.09.22 at 20:12:28 - 137 download(s) - 0
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Abstract | Download (pdf - 972 Ko) - Zip version (901 Ko) |
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| 10. | 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 - 717 download(s) - 7
rating(s) - Average rating (/5): 4
Abstract | Download (pdf - 1634 Ko) - Zip version (1453 Ko) |
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