6

Mathematical Modeling and Methods of Option Pricing || FRONT MATTER

Year:
2005
Language:
english
File:
PDF, 352 KB
english, 2005
7

Identifying the volatility of underlying assets from option prices

Year:
2001
Language:
english
File:
PDF, 156 KB
english, 2001
9

Pricing corporate debt with finite maturity and chapter 11 proceedings

Year:
2013
Language:
english
File:
PDF, 460 KB
english, 2013
10

Mathematical Modeling and Methods of Option Pricing || BACK MATTER

Year:
2005
Language:
english
File:
PDF, 150 KB
english, 2005
11

A new well-posed algorithm to recover implied local volatility

Year:
2003
Language:
english
File:
PDF, 220 KB
english, 2003
15

A free boundary problem arising in oil production

Year:
1993
Language:
english
File:
PDF, 370 KB
english, 1993
16

On the rate of convergence of the binomial tree scheme for American options

Year:
2007
Language:
english
File:
PDF, 273 KB
english, 2007
17

Basket CDS pricing with interacting intensities

Year:
2009
Language:
english
File:
PDF, 471 KB
english, 2009
27

Mathematical modeling and analysis of insolvency contagion in an interbank network

Year:
2016
Language:
english
File:
PDF, 342 KB
english, 2016
29

Pricing Corporate Debt with Finite Maturity and Chapter 11 Proceedings

Year:
2011
Language:
english
File:
PDF, 366 KB
english, 2011
30

Finite Horizon Optimal Investment and Consumption with Transaction Costs

Year:
2007
Language:
english
File:
PDF, 254 KB
english, 2007