haku: @indexterm OPTION VALUATION / yhteensä: 37
viitteet: 15-24 / 37
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 otsikkovuositekijä
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.
23.
Repricing and employee stock option valuation
Journal of Banking and Finance
2001 : JUN, VOL. 25:6, p. 1059-1082
 2001 Corrado, C. J. (et al.)
24.
Cephalon, Inc. Taking risk management theory seriously?
Journal of Financial Economics
2001 : MAY-JUN, VOL. 60:2-3, p. 449-485
 2001 Chacko, G.
Tufano, P.
Verter, G.
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