Volume 3; Issue 1

The Journal of Derivatives

Volume 3; Issue 1
1

An Efficient Approach for Pricing Spread Options

Pearson, Neil D
Journal:
The Journal of Derivatives
Year:
1995
Language:
english
File:
PDF, 2.98 MB
english, 1995
2

An Extension of the Three-Jump Process Model for Contingent Claim Valuation

Cho, He Youn, Lee, Ki Wook
Journal:
The Journal of Derivatives
Year:
1995
Language:
english
File:
PDF, 1.10 MB
english, 1995
3

Early Exercise Regions for Exotic Options

Tan, Ken Seng, Vetzal, Kenneth R
Journal:
The Journal of Derivatives
Year:
1995
Language:
english
File:
PDF, 2.99 MB
english, 1995
4

Interest Rate Digital Options and Range Notes

Turnbull, Stuart M
Journal:
The Journal of Derivatives
Year:
1995
Language:
english
File:
PDF, 1.77 MB
english, 1995
5

Lost Barings

Stoll, Hans R
Journal:
The Journal of Derivatives
Year:
1995
Language:
english
File:
PDF, 542 KB
english, 1995
6

On the Accounting Valuation of Employee Stock Options

Rubinstein, Mark
Journal:
The Journal of Derivatives
Year:
1995
Language:
english
File:
PDF, 4.12 MB
english, 1995
7

Probabilities and Values of Early Exercise

Bodurtha, James N, Courtadon, Georges R
Journal:
The Journal of Derivatives
Year:
1995
Language:
english
File:
PDF, 1.36 MB
english, 1995