| 381. | Monte-Carlo Path Weighing
Publishing author: DOUADY Raphael
Co-author(s):
Working paper (1999 - CIBC and Ecole Normale Superieure of Cachan) - English
Online since 2003.01.13 at 09:45:08 -
299 download(s) - 1
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Abstract | Download (.pdf - 176 KB) - Zip version (97 KB) |
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| 382. | 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 -
105 download(s) - 2
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Abstract | Download (.pdf - 433 KB) - Zip version (387 KB) |
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| 383. | 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 -
176 download(s) - 1
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Abstract | Download (.pdf - 705 KB) - Zip version (641 KB) |
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| 384. | 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 -
239 download(s) - 2
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Abstract | Download (.pdf - 1379 KB) - Zip version (563 KB) |
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| 385. | 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 -
260 download(s) - 2
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Abstract | Download (.pdf - 292 KB) - Zip version (223 KB) |
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| 386. | 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 -
188 download(s) - 2
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Abstract | Download (.pdf - 332 KB) - Zip version (254 KB) |
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| 387. | 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 -
115 download(s) - 1
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Abstract | Download (.pdf - 374 KB) - Zip version (332 KB) |
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| 388. | Parameterizing correlations: a geometric interpretation
Publishing author: MERCURIO Fabio
Co-author(s): BRIGO Damiano / RAPISARDA Francesco
Working paper (2002 - Banca IMI) - English
Online since 2002.11.22 at 09:23:38 -
153 download(s) - 0
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Abstract | Download (.pdf - 231 KB) - Zip version (194 KB) |
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| 389. | INVESTMENT HORIZON EFFECTS IN THE PRESENCE OF ESTIMATION RISK: THE CASE OF HUNGARY
Publishing author: TODOROV Viktor Svetlinov
Co-author(s):
Working paper (2002 - Central European University) - English
Online since 2002.11.21 at 15:54:31 -
74 download(s) - 2
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Abstract | Download (.pdf - 291 KB) - Zip version (267 KB) |
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| 390. | On the Foreign Exchange Rate and the Term Structure of Interest Rates
Publishing author: WU Shu
Co-author(s):
Working paper (2002) - English
Online since 2002.11.20 at 18:29:57 -
261 download(s) - 4
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Abstract | Download (.pdf - 208 KB) - Zip version (183 KB) |
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