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Option pricing under alternative regime switching specifications

Chourdakis, Kyriakos

Publication date

January 2002

Publisher

London (United Kingdom) : University of London

Abstract

Available from British Library Document Supply Centre- DSC:DXN059258 / BLDSC - British Library Document Supply CentreSIGLEGBUnited Kingdo

Extracted data

Topics

thumbnail of dbpedia resource

British LibraryAgent

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Kopp, E.
Willinger, W
Hull Univ. (United Kingdom). School of Mathematics

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Southampton Univ. (United Kingdom). Dept. of Accounting and Management Science

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January 2001

Available from British Library Document Supply Centre- DSC:DXN062418 / BLDSC - British Library Docum...

The consitent pricing of interest rate options

Kuan, Chia-Hsuan

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN057530 / BLDSC - British Library ...

Utility neutral option pricing under transaction costs

Davis, M.H.
Monoyios, M.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.09052(95-08) / BLDSC - British L...

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Newton, D.P
Manchester Business School (United Kingdom)

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:9349.712(MBS-WP--237) / BLDSC - Brit...

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Mongiardino, A

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN004885 / BLDSC - British Library D...

Option pricing with a quadratic diffusion term

Rady, S
London School of Economics (United Kingdom). Financial Markets Group

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--226) / BLDSC - ...

An autoregressive conditional binomial option pricing model

Prigent, J.
Renault, O.
Scaillet, O.
London School of Economics (United Kingdom). Financial Markets Group

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(364) / BLDSC - British Libra...

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Neuhaus, H.J.

January 1989

SIGLEAvailable from British Library Document Supply Centre-DSC:DX194378 / BLDSC - British Library Do...

Pricing methods

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Leeds Univ. (United Kingdom). Inst. for Transport Studies

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.140(LU-ITS-WP--405) / BLDSC - Br...

Efficient option pricing with transaction costs

Monoyios, Michael
Brunel University. Department of Economics and Finance (United Kingdom)

January 2002

Includes bibliographical references. Title from coverAvailable from British Library Document Supply ...

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Gormley, P.
Leading Lawyers, London (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:q97/12244 / BLDSC - British Library D...