haku: @indexterm OPTION PRICES / yhteensä: 70
viitteet: 28-37 / 70
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 otsikkovuositekijä
28.
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.
29.
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.
30.
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.
31.
Various types of double-barrier options
Journal of Computational Finance
2001 : SPRING, VOL. 4:3, p. 125-138
 2001 Luo, L. S. J.
32.
Simple, fast, and flexible pricing of Asian options
Journal of Computational Finance
2001 : SPRING, VOL. 4:3, p. 89-124
 2001 Klassen, T. R.
33.
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.)
34.
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.
35.
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.
36.
Transform analysis and asset pricing for affine jump- diffusions
Econometrica
2000 : NOV, VOL. 68:6, p. 1343-1376
 2000 Duffie, D.
Pan, J.
Singleton, K.
37.
The determinants of implied volatility: a test using LIFFE option prices
Journal of Business Finance and Accounting
2000 : SEP-OCT, VOL. 27:7&8, p. 859-886
 2000 Copeland, L.
Poon, S.
Stapleton, R.
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