1

Pricing Algorithms for Options with Exotic Path-Dependence

Year:
2001
Language:
english
File:
PDF, 462 KB
english, 2001
2

Anatomy of option features in convertible bonds

Year:
2004
Language:
english
File:
PDF, 172 KB
english, 2004
3

Pricing Algorithms of Multivariate Path Dependent Options

Year:
2001
Language:
english
File:
PDF, 199 KB
english, 2001
5

Accuracy and Reliability Considerations of Option Pricing Algorithms

Year:
2001
Language:
english
File:
PDF, 297 KB
english, 2001
12

Optimal Execution Strategy of Liquidation

Year:
2005
Language:
english
File:
PDF, 115 KB
english, 2005
13

Valuation of Employee Reload Options in Utility Maximization Framework

Year:
2004
Language:
english
File:
PDF, 149 KB
english, 2004