Narrow your search
Selected: R

Rational term structure models with geometric Levy martingales

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Recovery Swaps

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Reflected backward stochastic differential equations and a class of non linear dynamic pricing rule

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Regime Switching Stochastic Volatility with Perturbation Based Option Pricing

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Renewal equations for option pricing

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Risk Premia and Optimal Liquidation of Defaultable Securities

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Risk Premium Impact in the Perturbative Black Scholes Model

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Risk-Neutral Pricing of Financial Instruments in Emission Markets

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Robust hedging of double touch barrier options

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Robust mean-variance hedging in the single period model

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Robust pricing and hedging of double no-touch options

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Root's Barrier: Construction, Optimality and Applications to Variance Options

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.