Period of time: 2014年5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 4,issue 5
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A look ahead at options pricing and volatility
Quantitative Finance,volume 4,issue 5 , Vol. 4, Iss. 5, 2004-10 , pp.A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction*
By Jurczenko Emmanuel,Maillet Bertrand,Negrea Bogdan in (2004)
Quantitative Finance,volume 4,issue 5 , Vol. 4, Iss. 5, 2004-10 , pp.Adaptive mixture for a controlled smile: the LT model
Quantitative Finance,volume 4,issue 5 , Vol. 4, Iss. 5, 2004-10 , pp.A non-Gaussian option pricing model with skew
By Borland Lisa,Bouchaud Jean-Philippe in (2004)
Quantitative Finance,volume 4,issue 5 , Vol. 4, Iss. 5, 2004-10 , pp.Option valuation with infinitely divisible distributions
Quantitative Finance,volume 4,issue 5 , Vol. 4, Iss. 5, 2004-10 , pp.Early exercise boundary and option prices in Lévy driven models
By Levendorskiiˇ S Z in (2004)
Quantitative Finance,volume 4,issue 5 , Vol. 4, Iss. 5, 2004-10 , pp.Hedging European and Barrier options using stochastic optimization
By Villaverde Michael in (2004)
Quantitative Finance,volume 4,issue 5 , Vol. 4, Iss. 5, 2004-10 , pp.