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Results 1 to 25 of 215

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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

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

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

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

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

Exotic options under Lévy models : An overviewSCHOUTENS, Wim.Journal of computational and applied mathematics. 2006, Vol 189, Num 1-2, pp 526-538, issn 0377-0427, 13 p.Conference Paper

Equity and health sector reforms : can low-income countries escape the medical poverty trap?WHITEHEAD, Margaret; DAHLGREN, Göran; EVANS, Timothy et al.Lancet (British edition). 2001, Vol 358, Num 9284, pp 833-836, issn 0140-6736Article

Derivatives and their use in acquisition financingKORTE, K.SPE hydrocarbon economics and evaluation symposium. 1995, pp 267-273Conference Paper

Call option pricing and replication under economic frictionÖSTERMARK, R.European journal of operational research. 1998, Vol 108, Num 1, pp 184-195, issn 0377-2217Article

A portfolio approach to risk reduction in discretely rebalanced option hedgesMELLO, A. S; NEUHAUS, H. J.Management science. 1998, Vol 44, Num 7, pp 921-934, issn 0025-1909Article

The option value of advanced R&DPENNINGS, E; LINT, O.European journal of operational research. 1997, Vol 103, Num 1, pp 83-94, issn 0377-2217Article

Managing oil and gas price riskEDWARDS, T. K.SPE hydrocarbon economics and evaluation symposium. 1995, pp 275-279Conference Paper

A margin scheme that advises on when to change required marginLAM, Kin; YU, P. L. H; LEE, P. H et al.European journal of operational research. 2010, Vol 207, Num 1, pp 524-530, issn 0377-2217, 7 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

Méthodes de Monte-Carlo et suites à discrépance faible appliquées au calcul d'options en finance = Monte Carlo methods and low-discrepancy sequences applied to option theory in financeKsas, Frederic; Jeanblanc, Monique.2000, 236 p.Thesis

Contingent claim valuation in a market with different interest ratesKORN, R.ZOR. Zeitschrift für Operations-Research. 1995, Vol 42, Num 3, pp 255-274, issn 0340-9422Article

Numerical valuation of high dimensional multivariate European securitiesBARRAQUAND, J.Management science. 1995, Vol 41, Num 12, pp 1882-1891, issn 0025-1909Article

Price limits and capital requirements of futures clearinghousesSHANKER, Latha; BALAKRISHNAN, Narayanaswamy.European journal of operational research. 2006, Vol 168, Num 2, pp 281-290, issn 0377-2217, 10 p.Conference Paper

Risk management for oil producing companies : Price hedging techniques and related issuesMIYAKAWA, Keiji.Sekiyu Gijutsu Kyokaishi. 2000, Vol 65, Num 2, pp 157-167, issn 0370-9868Conference Paper

What au option is worth for au exploration opportunityMACKAY, J.A; LERCHE, I.Oil & gas journal. 1995, Vol 93, Num 52, pp 95-98, issn 0030-1388Article

A NUMERICAL STUDY OF EUROPEAN OPTIONS UNDER MERTON'S JUMP-DIFFUSION MODEL WITH RADIAL BASIS FUNCTION BASED FINITE DIFFERENCES METHODKUMAR, Alpesh; LOK PATI TRIPATHI; KADALBAJOO, Mohan K et al.Neural, parallel & scientific computations. 2013, Vol 21, Num 3-4, pp 293-304, issn 1061-5369, 12 p.Article

Minimal variance hedging of natural gas derivatives in exponential Levy models: Theory and empirical performanceEWALD, Christian-Oliver; NAWAR, Roy; KUEN SIU, Tak et al.Energy economics. 2013, Vol 36, pp 97-107, issn 0140-9883, 11 p.Article

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