|
Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
7 results found
| no | title | author | magazine | year | volume | issue | page(s) | type |
| 1 | A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary |
Leblanc, B. |
2000 |
4 | 1 |
p. 109-111 |
article |
|
| 2 | Arbitrage-free discretization of lognormal forward Libor and swap rate models |
Glasserman, Paul |
2000 |
4 | 1 |
p. 35-68 |
article |
|
| 3 | Comment on ‘Pricing double barrier options using Laplace transforms’ by Antoon Pelsser |
Hui, C.H. |
2000 |
4 | 1 |
p. 105-107 |
article |
|
| 4 | Convergence of discrete time option pricing models under stochastic interest rates |
Lesne, J.-P. |
2000 |
4 | 1 |
p. 81-93 |
article |
|
| 5 | Local time, coupling and the passport option |
Henderson, Vicky |
2000 |
4 | 1 |
p. 69-80 |
article |
|
| 6 | Pricing double barrier options using Laplace transforms |
Pelsser, Antoon |
2000 |
4 | 1 |
p. 95-104 |
article |
|
| 7 | Risk sensitive asset management with transaction costs |
Bielecki, Tomasz R. |
2000 |
4 | 1 |
p. 1-33 |
article |
7 results found