A reduced lattice model for option pricing under regime-switching

By Costabile Massimo   Leccadito Arturo   Massabó Ivar   Russo Emilio  

Review of Quantitative Finance and Accounting, Vol. 42, Iss. 4, 2014-05 ,pp. : 667-690

Springer Publishing Company

Access to resources Recommend Favorite

Option pricing model for cash rebate mortgages

By Lam Eddie  

Journal of Property Investment and Finance, Vol. 21, Iss. 4, 2003-08 ,pp. : 307-325

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

A Note on Option Pricing for the Constant Elasticity of Variance Model

By Delbaen F.  

Financial Engineering and the Japanese Markets, Vol. 9, Iss. 2, 2002-01 ,pp. : 85-99

Springer Publishing Company

Access to resources Recommend Favorite

Korean Currency Crisis and Regime Change: A Multivariate GARCH Model with Bayesian Approach

By Kim S.  

Financial Engineering and the Japanese Markets, Vol. 7, Iss. 1, 2000-03 ,pp. : 31-44

Springer Publishing Company

Access to resources Recommend Favorite

A Non-Parametric Option Pricing Model: Theory and Empirical Evidence

By Chen Ren-Raw   Palmon Oded  

Review of Quantitative Finance and Accounting, Vol. 24, Iss. 2, 2005-03 ,pp. : 115-134

Springer Publishing Company

Access to resources Recommend Favorite