Review of Derivatives Research,volume 8,issue 1  (06-2014)

Period of time： 2014年1期

Publisher： Springer Publishing Company

Founded in： 1996

Total resources： 14

ISSN： 1380-6645

Subject： F8 Finances

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Review of Derivatives Research,volume 8,issue 1

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A Comparison of Option Prices Under Different Pricing Measures in a Stochastic Volatility Model with Correlation

By Henderson Vicky,Hobson David,Howison Sam,Kluge Tino in (2005)

Review of Derivatives Research,volume 8,issue 1 , Vol. 8, Iss. 1, 2005-06 , pp. 5-25

Springer Publishing Company

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A Continuous Time Model to Price Commodity-Based Swing Options

By Dahlgren M. in (2005)

Review of Derivatives Research,volume 8,issue 1 , Vol. 8, Iss. 1, 2005-06 , pp. 27-47

Springer Publishing Company

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Pricing of Defaultable Bonds with Log-Normal Spread: Development of the Model and an Application to Argentinean and Brazilian Bonds During the Argentine Crisis

By Estrada Mariano,Cortina Elsa,FontÁn Constantino,Fiori Javier in (2005)

Review of Derivatives Research,volume 8,issue 1 , Vol. 8, Iss. 1, 2005-06 , pp. 49-60

Springer Publishing Company

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Total 3 item(s)