DOIAbstract
10.1016/j.jedc.2009.10.008Journal of Economic Dynamics and Control343542-554JEDC
10.1016/j.jedc.2009.10.008Journal of Economic Dynamics and Control343542-554JEDC
AbstractOptions are popular financial derivatives that play essential roles in financial markets. Ho...
Available from British Library Document Supply Centre- DSC:DXN056203 / BLDSC - British Library Docum...
Of the several models introduced for the modelling of electricity prices, the one proposed by Geman ...
This paper presents a lattice algorithm for pricing both European- and American-style moving average...
This paper presents a lattice algorithm for pricing both European- and American-style moving average...
3 This paper presents a lattice algorithm for pricing both European- and American-style moving avera...
This paper presents a lattice algorithm for pricing both European- and American-style moving average...
We propose an efficient lattice method for valuation of options with barrier in a regime switching m...
SIGLEAvailable from British Library Document Supply Centre-DSC:9349.712(no 417) / BLDSC - British Li...
We consider the problem of pricing step double barrier options with binomial lattice methods. We int...
International audienceWe consider the problem of pricing step double barrier options with binomial l...
We propose an efficient lattice procedure which permits to obtain European and American option price...
International audienceWe consider the problem of pricing step double barrier options with binomial l...
This thesis develops an Adaptive Mesh Model for pricing discrete double barrier options. Adaptive Me...
AbstractWe develop a straightforward algorithm to price arithmetic average reset options with multip...
AbstractOptions are popular financial derivatives that play essential roles in financial markets. Ho...
Available from British Library Document Supply Centre- DSC:DXN056203 / BLDSC - British Library Docum...
Of the several models introduced for the modelling of electricity prices, the one proposed by Geman ...
This paper presents a lattice algorithm for pricing both European- and American-style moving average...
This paper presents a lattice algorithm for pricing both European- and American-style moving average...
3 This paper presents a lattice algorithm for pricing both European- and American-style moving avera...
This paper presents a lattice algorithm for pricing both European- and American-style moving average...
We propose an efficient lattice method for valuation of options with barrier in a regime switching m...
SIGLEAvailable from British Library Document Supply Centre-DSC:9349.712(no 417) / BLDSC - British Li...
We consider the problem of pricing step double barrier options with binomial lattice methods. We int...
International audienceWe consider the problem of pricing step double barrier options with binomial l...
We propose an efficient lattice procedure which permits to obtain European and American option price...
International audienceWe consider the problem of pricing step double barrier options with binomial l...
This thesis develops an Adaptive Mesh Model for pricing discrete double barrier options. Adaptive Me...
AbstractWe develop a straightforward algorithm to price arithmetic average reset options with multip...
AbstractOptions are popular financial derivatives that play essential roles in financial markets. Ho...
Available from British Library Document Supply Centre- DSC:DXN056203 / BLDSC - British Library Docum...
Of the several models introduced for the modelling of electricity prices, the one proposed by Geman ...
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