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Volume 7; Issue 5
Main
Quantitative Finance
Volume 7; Issue 5
Quantitative Finance
Volume 7; Issue 5
1
A jump telegraph model for option pricing
Ratanov, Nikita
Journal:
Quantitative Finance
Year:
2007
Language:
english
File:
PDF, 194 KB
Your tags:
english, 2007
2
A test of the beta model on Eurodollar futures options
Gulko, Les
Journal:
Quantitative Finance
Year:
2007
Language:
english
File:
PDF, 201 KB
Your tags:
english, 2007
3
Insiders' hedging in a jump diffusion model
Lee, Kiseop
,
Song, Seongjoo
Journal:
Quantitative Finance
Year:
2007
Language:
english
File:
PDF, 239 KB
Your tags:
english, 2007
4
On option pricing models in the presence of heavy tails
Vellekoop, Michel
,
Nieuwenhuis, Hans
Journal:
Quantitative Finance
Year:
2007
Language:
english
File:
PDF, 439 KB
Your tags:
english, 2007
5
On the structure of Gaussian pricing models and Gaussian Markov functional models
Neumann, C. D. D.
Journal:
Quantitative Finance
Year:
2007
Language:
english
File:
PDF, 190 KB
Your tags:
english, 2007
6
Solvable local and stochastic volatility models: supersymmetric methods in option pricing
Henry-labordère, Pierre
Journal:
Quantitative Finance
Year:
2007
Language:
english
File:
PDF, 212 KB
Your tags:
english, 2007
7
Model-free price hedge ratios for homogeneous claims on tradable assets
Alexander, Carol
,
Nogueira§, Leonardo M.
Journal:
Quantitative Finance
Year:
2007
Language:
english
File:
PDF, 172 KB
Your tags:
english, 2007
8
The volatility of temperature and pricing of weather derivatives
Benth, Fred ESPEN
,
Benth, Jūratė šaltytė
Journal:
Quantitative Finance
Year:
2007
Language:
english
File:
PDF, 292 KB
Your tags:
english, 2007
9
Volatility surfaces: theory, rules of thumb, and empirical evidence
Daglish, Toby
,
Hull, John
,
Suo, Wulin
Journal:
Quantitative Finance
Year:
2007
Language:
english
File:
PDF, 257 KB
Your tags:
english, 2007
10
A remark on managerial behaviour and agency cost
Gu, Zhihui
,
Zhang, Qingyuan
Journal:
Quantitative Finance
Year:
2007
Language:
english
File:
PDF, 84 KB
Your tags:
english, 2007
11
On the existence of an efficient hedge for an American contingent claim within a discrete time market
Pérez-hernández, Leonel
Journal:
Quantitative Finance
Year:
2007
Language:
english
File:
PDF, 157 KB
Your tags:
english, 2007
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