Period of time： 2014年1期
Publisher： Springer Publishing Company
Founded in： 1996
Total resources： 14
ISSN： 1380-6645
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.
Review of Derivatives Research,volume 16,issue 1
Menu
The performance of model based option trading strategies
Review of Derivatives Research,volume 16,issue 1 , Vol. 16, Iss. 1, 2013-04 , pp.
Access to resources
Recommend
The α VG model for multivariate asset pricing: calibration and extension
By Guillaume Florence in (2013)
Review of Derivatives Research,volume 16,issue 1 , Vol. 16, Iss. 1, 2013-04 , pp.Parametric modeling of implied smile functions: a generalized SVI model
Review of Derivatives Research,volume 16,issue 1 , Vol. 16, Iss. 1, 2013-04 , pp.On the primal-dual algorithm for callable Bermudan options
Review of Derivatives Research,volume 16,issue 1 , Vol. 16, Iss. 1, 2013-04 , pp.