5

Displaced Jump-Diffusion Option Valuation

Year:
2009
Language:
english
File:
PDF, 684 KB
english, 2009
7

Two counters of jumps

Year:
2009
Language:
english
File:
PDF, 233 KB
english, 2009
9

Closed-form option pricing formulas with extreme events

Year:
2008
Language:
english
File:
PDF, 294 KB
english, 2008
16

Dynamic Contextual Adaptation

Year:
2007
Language:
english
File:
PDF, 289 KB
english, 2007
18

A Generalization of the Brennan–Rubinstein Approach for the Pricing of Derivatives

Year:
2003
Language:
english
File:
PDF, 145 KB
english, 2003
31

A Generalization of the Brennan-Rubinstein Approach for the Pricing of Derivatives

Year:
2003
Language:
english
File:
PDF, 369 KB
english, 2003
33

Forward-neutral valuation relationships for options on zero coupon bonds

Year:
2012
Language:
english
File:
PDF, 314 KB
english, 2012