Period of time: 2014年8期
Publisher: Routledge Ltd
Founded in: 2001
Total resources: 87
ISSN: 1469-7688
Subject: F8 Finances
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Quantitative Finance,volume 13,issue 8
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Free boundary problems and perpetual American strangles
By Chang Ming-Chi,Sheu Yuan-Chung in (2013)
Quantitative Finance,volume 13,issue 8 , Vol. 13, Iss. 8, 2013-08 , pp.Option pricing under hybrid stochastic and local volatility
Quantitative Finance,volume 13,issue 8 , Vol. 13, Iss. 8, 2013-08 , pp.Understanding and Managing Model Risk
Quantitative Finance,volume 13,issue 8 , Vol. 13, Iss. 8, 2013-08 , pp.On the performance of delta hedging strategies in exponential Lévy models
Quantitative Finance,volume 13,issue 8 , Vol. 13, Iss. 8, 2013-08 , pp.Using relative returns to accommodate fat-tailed innovations in processes and option pricing
Quantitative Finance,volume 13,issue 8 , Vol. 13, Iss. 8, 2013-08 , pp.Pricing levered warrants with dilution using observable variables
Quantitative Finance,volume 13,issue 8 , Vol. 13, Iss. 8, 2013-08 , pp.Are Chinese warrants derivatives? Evidence from connections to their underlying stocks
Quantitative Finance,volume 13,issue 8 , Vol. 13, Iss. 8, 2013-08 , pp.The bid-ask spread of bank-issued options: a quantile regression analysis
By Petrella Giovanni in (2013)
Quantitative Finance,volume 13,issue 8 , Vol. 13, Iss. 8, 2013-08 , pp.