1

Pricing Bounds on Barrier Options

Year:
2014
Language:
english
File:
PDF, 217 KB
english, 2014
2

NO-ARBITRAGE BOUNDS ON TWO ONE-TOUCH OPTIONS

Year:
2015
Language:
english
File:
PDF, 323 KB
english, 2015
3

Pricing Bounds on Quanto Options

Year:
2015
Language:
english
File:
PDF, 761 KB
english, 2015
4

ON OPTIMAL SUPER-HEDGING AND SUB-HEDGING STRATEGIES

Year:
2013
Language:
english
File:
PDF, 213 KB
english, 2013
7

Dye laser treatment of port-wine stains

Year:
1990
Language:
english
File:
PDF, 2.84 MB
english, 1990
24

Rebalancing static super-replications

Year:
2017
Language:
english
File:
PDF, 215 KB
english, 2017
26

Pricing Bounds on Barrier Options

Year:
2012
Language:
english
File:
PDF, 143 KB
english, 2012
27

Relative Values of Touch Options with Different Barrier Levels

Year:
2013
Language:
english
File:
PDF, 139 KB
english, 2013
28

Pricing Kernels for Barrier Options

Year:
2012
Language:
english
File:
PDF, 200 KB
english, 2012
30

Pricing Bounds on Quanto Options

Year:
2011
File:
PDF, 125 KB
2011