Pascal and Francis Bibliographic Databases

Help

Search results

Your search

kw.\*:("Option pricing")

Document Type [dt]

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Publication Year[py]

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Discipline (document) [di]

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Author Country

A-Z Z-A Frequency ↓ Frequency ↑
Export in CSV

Results 1 to 25 of 183

  • Page / 8
Export

Selection :

  • and

Innovation and risk-averse firms: Options on carbon allowances as a hedging toolSZOLGAYOVA, Jana; GOLUB, Alexander; FUSS, Sabine et al.Energy policy. 2014, Vol 70, pp 227-235, issn 0301-4215, 9 p.Article

Pricing option contracts on the strategic petroleum reserveMURPHY, Frederic; OLIVEIRA, Fernando S.Energy economics. 2013, Vol 40, pp 242-250, issn 0140-9883, 9 p.Article

Model based Monte Carlo pricing of energy and temperature Quanto optionsCAPORIN, Massimiliano; PRES, Juliusz; TORRO, Hipolit et al.Energy economics. 2012, Vol 34, Num 5, pp 1700-1712, issn 0140-9883, 13 p.Article

A Closed-Form Formula for an Option with Discrete and Continuous BarriersCHEN, Chun-Ying; CHOU, Pei-Ju; YU-SHUN HSU, Jeff et al.Communications in statistics. Theory and methods. 2011, Vol 40, Num 1-3, pp 345-357, issn 0361-0926, 13 p.Article

La structure par terme des volatilités implicites d'options = The term structure of implicit volatilities of optionsMARTEAU, D.Journal de la Société de statistique de Paris. 1992, Vol 133, Num 3, pp 35-50, issn 0037-914XArticle

Pricing emission permits in the absence of abatementHINTERMANN, Beat.Energy economics. 2012, Vol 34, Num 5, pp 1329-1340, issn 0140-9883, 12 p.Article

Options introduction and volatility in the EU ETSCHEVALLIER, Julien; LE PEN, Yannick; SEVI, Benoît et al.Resource and energy economics. 2011, Vol 33, Num 4, pp 855-880, issn 0928-7655, 26 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

A dynamic programming approach to price installment optionsBEN-AMEUR, Hatem; BRETON, Michèle; FRANCOIS, Pascal et al.European journal of operational research. 2006, Vol 169, Num 2, pp 667-676, issn 0377-2217, 10 p.Article

Changes of numéraire, changes of probability measure and option pricingGEMAN, H; EL KAROUI, N; ROCHET, J.-C et al.Journal of applied probability. 1995, Vol 32, Num 2, pp 443-458, issn 0021-9002Article

Sample quantiles of heavy tailed stochastic processesEMBRECHTS, P; SAMORODNITSKY, G.Stochastic processes and their applications. 1995, Vol 59, Num 2, pp 217-233, issn 0304-4149Article

Homotopy analysis method for option pricing under stochastic volatilityPARK, Sang-Hyeon; KIM, Jeong-Hoon.Applied mathematics letters. 2011, Vol 24, Num 10, pp 1740-1744, issn 0893-9659, 5 p.Article

The quintessential option pricing formula under Levy processesAGLIARDI, Rossella.Applied mathematics letters. 2009, Vol 22, Num 10, pp 1626-1631, issn 0893-9659, 6 p.Article

Critique des processus de diffusion en finance : le cas des taux de change = Criticism of diffusion processes in finance: the exchange rates caseBOUTILLIER, M.Journal de la Société de statistique de Paris. 1992, Vol 133, Num 4, pp 113-122, issn 0037-914XConference Paper

Levy random bridges and the modelling of financial informationHOYLE, Edward; HUGHSTON, Lane P; MACRINA, Andrea et al.Stochastic processes and their applications. 2011, Vol 121, Num 4, pp 856-884, issn 0304-4149, 29 p.Article

Solutions of a class of partial differential equations with application to the Black-Scholes equationCHANANE, Bilal.Applied mathematics and computation. 2011, Vol 217, Num 19, pp 7845-7850, issn 0096-3003, 6 p.Article

A linearization-based solution to an inverse problem in financial marketsSEVER, Ali.Applied mathematics and computation. 2007, Vol 188, Num 2, pp 1666-1670, issn 0096-3003, 5 p.Article

Duality in option pricing based on prices of other derivativesNISHIHAR, Michi; YAGIURA, Mutsuuori; IBARAKI, Toshihide et al.Operations research letters. 2007, Vol 35, Num 2, pp 165-171, issn 0167-6377, 7 p.Article

Efficiently pricing European-Asian options- : ultimate implementation and analysis of the AMO algorithmSHIOURA, Akiyoshi; TOKUYAMA, Takeshi.Information processing letters. 2006, Vol 100, Num 6, pp 213-219, issn 0020-0190, 7 p.Article

Modélisation stochastique, analyse convexe et finance = Stochastic modelisation, convex analysis and financeSaada, Diane; El Karoui, N.1994, 104 p.Thesis

The efficiency of Ireland's Renewable Energy Feed-In Tariff (REFIT) for wind generationDOHERTY, Ronan; O'MALLEY, Mark.Energy policy. 2011, Vol 39, Num 9, pp 4911-4919, issn 0301-4215, 9 p.Article

Option pricing with regime switching by trinomial tree methodFEI LUNG YUEN; HAILIANG YANG.Journal of computational and applied mathematics. 2010, Vol 233, Num 8, pp 1821-1833, issn 0377-0427, 13 p.Article

Accurate pricing formulas for Asian optionsCHEN, Kuan-Wen; LYUU, Yuh-Dauh.Applied mathematics and computation. 2007, Vol 188, Num 2, pp 1711-1724, issn 0096-3003, 14 p.Article

A continuous dependence result for ultraparabolic equations in option pricingDI FRANCESCO, Marco; PASCUCCI, Andrea.Journal of mathematical analysis and applications. 2007, Vol 336, Num 2, pp 1026-1041, issn 0022-247X, 16 p.Article

Explicit solutions to European options in a regime-switching economyMAMON, Rogemar S; RODRIGO, Marianito R.Operations research letters. 2005, Vol 33, Num 6, pp 581-586, issn 0167-6377, 6 p.Article

  • Page / 8