Review of Derivatives Research,volume 13,issue 2  (07-2014)

Period of time： 2014年2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 13,issue 2

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An empirical analysis of alternative recovery risk models and implied recovery rates

By Zhang Frank in (2010)

Review of Derivatives Research,volume 13,issue 2 , Vol. 13, Iss. 2, 2010-07 , pp. 101-124

Springer Publishing Company

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A forward started jump-diffusion model and pricing of cliquet style exotics

By Drimus Gabriel in (2010)

Review of Derivatives Research,volume 13,issue 2 , Vol. 13, Iss. 2, 2010-07 , pp. 125-140

Springer Publishing Company

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Pricing swaps and options on quadratic variation under stochastic time change models—discrete observations case

By Itkin Andrey in (2010)

Review of Derivatives Research,volume 13,issue 2 , Vol. 13, Iss. 2, 2010-07 , pp. 141-176

Springer Publishing Company

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A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes

By Li Minqiang in (2010)

Review of Derivatives Research,volume 13,issue 2 , Vol. 13, Iss. 2, 2010-07 , pp. 177-217

Springer Publishing Company

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Total 4 item(s)