| Pricing Bermudan variance swaptions using multinomial trees
|
2019 |
Zhao, Honglei |
| Currency target zones as mirrored options
|
2019 |
Lera, Sandro Claudio |
| Exact replication of the best rebalancing rule in Hindsight
|
2019 |
Garivaltis, Alex |
| Range-curtailing for options with discrete dividend payments under general diffusions
|
2019 |
Thakoor, Deeveya |
| A simple accurate binomial tree for pricing options on stocks with know dollar dividends
|
2019 |
Guo, Shuxin |
| Interrelations among chross-currency basis swaps spreads: pre- and post-crisis analysis
|
2019 |
Ibhagui, Oyakhilome |
| Numeraire dependence in risk-neutral probabilities of event outcomes
|
2019 |
Hanke, Michael |
| Evolution of real estate derivatives and their pricing
|
2019 |
Fabozzi, Frank J. |
| The determinants of CoCo bond prices
|
2019 |
Khah, Sara Abed Masror |
| A general accurate approximation for pricing and hedging basket options with exact moment matching
|
2019 |
Wu, Feifan |
| Volatility surface calibration to illiquid options
|
2019 |
Nagy, László |
| A closed-form solution for the global quadratic hedging of options under geometric Gaussian random walks
|
2019 |
Godin, Frédéric |
| Long and short memory in the risk-neutral pricing process
|
2019 |
Kim, Young Shin |
| A stochastic-volatility model for pricing power variants of exchange options
|
2019 |
Xia, Weixuan |
| A unified Willow tree framework for one-factor short-rate models
|
2018 |
Wang, Guangguang |
| Options and the gamma knife
|
2018 |
Martin, Ian |
| Forgive, or award your debtor? : a barrier option approach
|
2018 |
Sun, David |
| No economic catastrophe bonds
|
2018 |
Blöchlinger, Andreas |
| Remembering Peter Christoffersen (1967-2018)
|
2018 |
Chang, Bo Young |
| An empirical examination of the relation between the option-implied volatility smile and heterogeneous beliefs
|
2018 |
Feng, Shu |
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