search query: @journal_id 1747 / total: 13
references: 1-10 / 13
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1.
Time transformations, intraday data, and volatility models
Journal of Computational Finance
2001 : WINTER, VOL. 4:2, p. 31-62
 2001 Giot, P.
2.
Deriving derivatives of derivative securities
Journal of Computational Finance
2001 : WINTER, VOL. 4:2, p. 5-29
 2001 Carr, P.
3.
A new PDE approach for pricing arithmetic average Asian options
Journal of Computational Finance
2001 : SUMMER, VOL. 4:4, p. 105-113
 2001 Vecer, J.
4.
Exercise boundaries and efficient approximations to American option prices and hedge parameters
Journal of Computational Finance
2001 : SUMMER, VOL. 4:4, p. 85-103
 2001 AitSahlia, F.
Lai, T. L.
5.
Performance of Dupire's implied diffusion approach under sparse and incomplete data
Journal of Computational Finance
2001 : SUMMER, VOL. 4:4, p. 33-84
 2001 McIntyre, M. L.
6.
A nonexploding bushy tree technique and its application to the multifactor interest rate market model
Journal of Computational Finance
2001 : SUMMER, VOL. 4:4, p. 5-31
 2001 Tang, Y.
Lange, J.
7.
Various types of double-barrier options
Journal of Computational Finance
2001 : SPRING, VOL. 4:3, p. 125-138
 2001 Luo, L. S. J.
8.
Simple, fast, and flexible pricing of Asian options
Journal of Computational Finance
2001 : SPRING, VOL. 4:3, p. 89-124
 2001 Klassen, T. R.
9.
Pricing American options: a comparison of Monte Carlo simulation approaches
Journal of Computational Finance
2001 : SPRING, VOL. 4:3, p. 39-88
 2001 Fu, M. C. (et al.)
10.
Control of credit risk collaterization using quasi-variational inequalities
Journal of Computational Finance
2001 : SPRING, VOL. 4:3, p. 5-38
 2001 Aparicio, F. M.
Cossin, D.
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