3

An exact analytical solution for discrete barrier options

Year:
2006
Language:
english
File:
PDF, 261 KB
english, 2006
9

The Risk Premium and the Esscher Transform in Power Markets

Year:
2012
Language:
english
File:
PDF, 274 KB
english, 2012
11

QUADRATIC HEDGING FOR THE BATES MODEL

Year:
2007
Language:
english
File:
PDF, 186 KB
english, 2007
12

Asian options pricing in Hawkes-type jump-diffusion models

Year:
2019
Language:
english
File:
PDF, 421 KB
english, 2019
19

Half-range completeness for the Fokker-Planck equation with an external force

Year:
1992
Language:
english
File:
PDF, 311 KB
english, 1992
32

A Double Correlated Three Factor Model for a Crude Oil Market

Year:
2015
Language:
english
File:
PDF, 297 KB
english, 2015
34

Directions of Coaxiality between Pure Strain and Stress in Linear Elasticity

Year:
1997
Language:
english
File:
PDF, 26 KB
english, 1997
50

Rotations which Make Strain and Stress Coaxial

Year:
1997
Language:
english
File:
PDF, 64 KB
english, 1997