5

Valuation of Arithmetic Average Reset Options

Year:
2003
Language:
english
File:
PDF, 172 KB
english, 2003
9

The Analytic Valuation of American Options

Year:
1990
Language:
english
File:
PDF, 569 KB
english, 1990
16

A simple iterative method for the valuation of American options

Year:
2013
Language:
english
File:
PDF, 314 KB
english, 2013
17

Is it important to consider the jump component for pricing and hedging short-term options?

Year:
2005
Language:
english
File:
PDF, 155 KB
english, 2005
47

An efficient approximation method for American exotic options

Year:
2007
Language:
english
File:
PDF, 239 KB
english, 2007