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Results 1 to 25 of 353

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On numerical schemes for computing the price of look-back optionsBARLES, G; DAHER, C; ROMANO, M et al.Computational science for the 21st century. Symposium. 1997, pp 751-760, isbn 0-471-97298-3Conference Paper

Estimation de la frontière libre des options américaines au voisinage de l'échéance = Estimate on the free boundary of American puts near maturityBARLES, G; BURDEAU, J; ROMANO, M et al.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1993, Vol 316, Num 2, pp 171-174, issn 0764-4442Article

Optimal put currency option size for an uncertain convertible amountADKINS, R.The Journal of the Operational Research Society. 1993, Vol 44, Num 12, pp 1211-1223, issn 0160-5682Article

Evaluating replacement project of nuclear power plants under uncertaintyNAITO, Yuta; TAKASHIMA, Ryuta; KIMURA, Hiroshi et al.Energy policy. 2010, Vol 38, Num 3, pp 1321-1329, issn 0301-4215, 9 p.Article

Volatility trading via temporal pattern recognition in quantised financial time seriesTINO, Peter; SCHITTENKOPF, Christian; DORFFNER, Georg et al.Pattern analysis and applications (Print). 2001, Vol 4, Num 4, pp 283-299, issn 1433-7541Article

An option valuation analysis of investment choices by a regulated firmOLMSTED TEISBERG, E.Management science. 1994, Vol 40, Num 4, pp 535-548, issn 0025-1909Article

A note on super-replicating strategiesDAVIS, M. H. A; CLARK, J. M. C.Philosophical transactions-Royal Society of London. Physical sciences and engineering. 1994, Vol 347, Num 1684, pp 485-494, issn 0962-8428Article

Computational financeKAO, M.-Y; KYLE, A. S; LAKNER, P et al.Algorithmica. 1999, Vol 25, Num 1, issn 0178-4617, 140 p.Serial Issue

Valuation of barrier options in a Black-Scholes model with jump riskLEISEN, D. P. J.Prague conference on information theory, statistical decision functions and random processesPrague symposium on asymptotic statistics. 1998, isbn 80-7015-636-8, 2Vol, vol 2, 343-346Conference Paper

Évaluation probabiliste des options : Introduction à l'Univers Forward-Neutre = Probabilistic option valuation : introduction to forward-neutral worldAUGROS, J.-C.Journal de la Société de statistique de Paris. 1998, Vol 139, Num 3, pp 5-39, issn 0037-914XArticle

Path-dependent options and transaction costsDEWYNNE, J. N; WHALLEY, A. E; WILMOTT, P et al.Philosophical transactions-Royal Society of London. Physical sciences and engineering. 1994, Vol 347, Num 1684, pp 517-529, issn 0962-8428Article

Embedded options in commercial banking and their impact on asset liability managementBOULIER, J. F; SCHOEFFLER, P.Applied stochastic models and data analysis. 1992, Vol 8, Num 3, pp 137-150, issn 8755-0024Article

Cross-cultural differences in risk perception, but cross-cultural similarities in attitudes towards perceived riskWEBER, E. U; HSEE, C.Management science. 1998, Vol 44, Num 9, pp 1205-1217, issn 0025-1909Article

Market timing on the Johannesburg Stock Exchange using derivative instrumentsWAKSMAN, G; SANDLER, M; WARD, M et al.Omega (Oxford). 1997, Vol 25, Num 1, pp 81-91, issn 0305-0483Article

Strategic investments in manufacturing technologies : An options valuation frameworkNAT NATARAJAN, R; GUIMARAES, T.World congress on intelligent manufacturing processes & systems. 1997, pp 278-286Conference Paper

Coûts de transaction et parité des options sur actions du SOFFEX = Transactions costs and parity for options on stocks of SOFFEXLEFOLL, J.Journal de la Société de statistique de Paris. 1994, Vol 135, Num 2, pp 19-38, issn 0037-914XArticle

Measuring systematic risk using implicit betaSIEGEL, A. F.Management science. 1995, Vol 41, Num 1, pp 124-128, issn 0025-1909Article

Pricing a class of American and European path dependent securitiesHILLIARD, J. E; KAU, J. B; KEENAN, D. C et al.Management science. 1995, Vol 41, Num 12, pp 1892-1899, issn 0025-1909Article

Applied mathematics and finance. DiscussionHOWISON, S. D; LACEY, R; WILKIE, A. D et al.Philosophical transactions-Royal Society of London. Physical sciences and engineering. 1994, Vol 347, Num 1684, pp 465-470, issn 0962-8428Article

Estimating security price derivatives using simulationBROADIE, M; GLASSERMAN, P.Management science. 1996, Vol 42, Num 2, pp 269-285, issn 0025-1909Article

Option pricing with stochastic volatility : Information-time vs. calendar-timeCHANG, C. W; CHANG, J. S. K.Management science. 1996, Vol 42, Num 7, pp 974-991, issn 0025-1909Article

The valuation of path dependent contracts on the averageRITCHKEN, P; SANKARASUBRAMANIAN, L; VIJH, A. M et al.Management science. 1993, Vol 39, Num 10, pp 1202-1213, issn 0025-1909Article

The early exercise region for Bermudan options on two underlyingsKAY, Jeff; DAVISON, Matt; RASMUSSEN, Henning et al.Mathematical and computer modelling. 2009, Vol 50, Num 9-10, pp 1448-1460, issn 0895-7177, 13 p.Article

New wave of investment beckonsBUTCHER, Colin.Petroleum review (London. 1968). 2014, Vol 68, Num 813, pp 20-21, issn 0020-3076, 2 p.Article

Option pricing under some Lévy-like stochastic processesAGLIARDI, Rossella.Applied mathematics letters. 2011, Vol 24, Num 4, pp 572-576, issn 0893-9659, 5 p.Article

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