haku: @indexterm OPTION VALUATION / yhteensä: 37
viitteet: 13-22 / 37
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13.
When Are Real Options Exercised? An Empirical Study of Mine Closings
Review of Financial Studies
2002 : SPRING, VOL. 15:1, p. 35-64
 2002 Moel, A.
Tufano, P.
14.
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.
15.
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.
16.
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.
17.
Various types of double-barrier options
Journal of Computational Finance
2001 : SPRING, VOL. 4:3, p. 125-138
 2001 Luo, L. S. J.
18.
Simple, fast, and flexible pricing of Asian options
Journal of Computational Finance
2001 : SPRING, VOL. 4:3, p. 89-124
 2001 Klassen, T. R.
19.
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.)
20.
A Bayesian approach for constructing implied volatility surfaces through neural networks
Journal of Computational Finance
2001 : FALL, VOL. 4:1, p. 83-107
 2001 Avellaneda, M.
Carelli, A.
Stella, F.
21.
Recovering the probability density function of asset prices using garch as diffusion approximations
Journal of Empirical Finance
2001 : MAR, VOL. 8:1, p. 83-110
 2001 Fornari, F.
Mele, A.
22.
Optin pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Journal of Empirical Finance
2001 : MAR, VOL. 8:1, p. 1-34
 2001 Hafner, C. M.
Herwartz, H.
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