Quantitative Analysis in Financial Markets
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17

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Published By WORLD SCIENTIFIC

9789810246938, 9789812778451

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

LINEAR, YET ATTRACTIVE, CONTOUR

Quantitative Analysis in Financial Markets ◽

10.1142/9789812778451_0015 ◽

2002 ◽

pp. 329-335

Author(s):

JUAN D. CÁRDENAS ◽

EMMANUEL FRUCHARD ◽

JEAN-FRANÇOIS PICRON

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BERMUDAN OPTION PRICING WITH MONTE-CARLO METHODS

Quantitative Analysis in Financial Markets ◽

10.1142/9789812778451_0014 ◽

2002 ◽

pp. 314-328 ◽

Cited By ~ 3

Author(s):

RAPHAËL DOUADY

Keyword(s):

Monte Carlo ◽

Option Pricing ◽

Monte Carlo Methods ◽

Bermudan Option

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PRICING AMERICAN OPTIONS WITH TRANSACTION COSTS BY COMPLEMENTARITY METHODS

Quantitative Analysis in Financial Markets ◽

10.1142/9789812778451_0008 ◽

2002 ◽

pp. 172-198 ◽

Cited By ~ 1

Author(s):

JONG-SHI PANG ◽

JACQUELINE HUANG

Keyword(s):

Transaction Costs ◽

American Options

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AN ALTERNATIVE APPROACH FOR VALUING CONTINUOUS CASH FLOWS

Quantitative Analysis in Financial Markets ◽

10.1142/9789812778451_0005 ◽

2002 ◽

pp. 110-130 ◽

Cited By ~ 2

Author(s):

PETER CARR ◽

ALEX LIPTON ◽

DILIP MADAN

Keyword(s):

Cash Flows ◽

Alternative Approach

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MULTI-STAGE OPTIMIZATION FOR LONG-TERM INVESTORS

Quantitative Analysis in Financial Markets ◽

10.1142/9789812778451_0003 ◽

2002 ◽

pp. 66-85 ◽

Cited By ~ 2

Author(s):

JOHN M. MULVEY

Keyword(s):

Multi Stage

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FRONT MATTER

Quantitative Analysis in Financial Markets ◽

10.1142/9789812778451_fmatter ◽

2002 ◽

pp. i-x

Author(s):

MARCO AVELLANEDA

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NONLINEAR FINANCIAL MODELS: FINITE MARKOV MODULATION AND ITS LIMITS

Quantitative Analysis in Financial Markets ◽

10.1142/9789812778451_0007 ◽

2002 ◽

pp. 159-171

Author(s):

MOGENS BLADT ◽

PABLO PADILLA

Keyword(s):

Financial Models ◽

Markov Modulation

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MATHEMATICAL PSEUDO-COMPLETION OF THE BGM MODEL

Quantitative Analysis in Financial Markets ◽

10.1142/9789812778451_0011 ◽

2002 ◽

pp. 247-274

Author(s):

TAKASHI YASUOKA

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A LINEARIZATION APPROACH IN MODELING QUASI-AFFINE COUPON RATE TERM STRUCTURES AND RELATED DERIVATIVES

Quantitative Analysis in Financial Markets ◽

10.1142/9789812778451_0009 ◽

2002 ◽

pp. 199-221 ◽

Cited By ~ 1

Author(s):

ALEXANDER LEVIN

Keyword(s):

Term Structures

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A DISCRETE–TIME APPROACH TO ARBITRAGE-FREE PRICING OF CREDIT DERIVATIVES

Quantitative Analysis in Financial Markets ◽

10.1142/9789812778451_0004 ◽

2002 ◽

pp. 86-109 ◽

Cited By ~ 2

Author(s):

SANJIV RANJAN DAS ◽

RANGARAJAN K. SUNDARAM

Keyword(s):

Discrete Time ◽

Credit Derivatives

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