8 research outputs found
Pricing Currency Derivatives Under the Benchmark Approach
- Author
- A Castagna
- A De Col
- A Itkin
- A L Lewis
- A Mijatovi�cmijatovi�c
- D Ahn
- D Duffie
- E Bayraktar
- E Platen
- E Platen
- E Platen
- E Platen
- E Platen
- E Platen
- Eckhard Platen
- F Delbaen
- G Bakshi
- G Bakshi
- G G Drimus
- H Hulley
- I Clark
- I Karatzas
- I Karatzas
- J Da Fonseca
- J Da Fonseca
- Jan F. Baldeaux
- L B G Andersen
- L Chan
- M Abramowitz
- M Christensen
- M Loewenstein
- Martino Grasselli
- P Carr
- P Spencer
- R Beneder
- S Heston
- S L Heston
- U Wystup
- W Feller
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2013
- Field of study
Pricing Exotic Variance Swaps Under 3/2-Stochastic Volatility Models
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2013
- Field of study
Pricing Variance, Gamma and Corridor Swaps Using Multinomial Trees
- Author
- A Sepp
- A Swishchuk
- A�?ta�?t Sahalia
- A�?ta�?t Sahalia
- C Bernard
- C C Lo
- C H Yuen
- C Lo
- C Wu
- Cboe
- D W Stroock
- D.-H Ahn
- E Aky?ld?r?m
- E M Stein
- E Platen
- F L Yuen
- G G Drimus
- Honglei Zhao
- I Florescu
- I Florescu
- Ionut Florescu
- J Hull
- J Jiang
- L Biscamp
- L O Scott
- M Broadie
- M Costabile
- M Costabile
- M Costabile
- M Curran
- M Grasselli
- M Vellekoop
- N Beliaeva
- N Merener
- P Carr
- P Carr
- R Cont
- R Liu
- Rupak Chatterjee
- S Heston
- S Howison
- S L Heston
- S.-P Zhu
- T Little
- Thomas Lonon
- W Zheng
- Zhe Zhao
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
Petroleum
- Author
- A Behroozi
- A Corma
- A Gupta
- A Mazhidov
- A Qi
- A Sanchez-Castillo Marco
- AA Avidan
- AA Kutler
- AD Mosher
- AM Aitani
- American Petroleum Institute
- AS Belyi
- AS Michaels
- AV Kravtsov
- B Jazayeri
- BS Greensfelder
- C Guan
- CC Pryor
- CD Dever
- CE Jahnig
- CE Jahnig
- CG Inks
- CP Kelkar
- CR Moore
- CY Chen
- CY Chen
- CY Chen
- D Krenzke
- D Liu
- D Read Jr.
- DA Pappal
- DJ Moon
- DR Senn
- DR Senn
- DS Redwan
- DSJ Jones
- E Angelescu
- EF Schwarzenbek
- EF Schwarzenbek
- EL Claridge
- Exxon Company USA
- F Kalaydjian
- F Landeghem Van
- FH Poettman
- FM Ebeid
- FS Godbold
- G Martino
- G Pop
- G Pop
- G Valavarasu
- GM Bollas
- GM Bollas
- GN Maslyanskii
- H Miyazaki
- H Pan
- H Suehiro
- HJ Tadema
- HS Ahmed
- HS Cerqueira
- Hydrocarbon Processing
- Hydrocarbon Processing
- I Drimus
- IM Kolesnikov
- J Biswas
- J Gan
- J Mack
- J Narangerel
- J Ramirez
- J Schaefer
- J Schaefer
- JA Atias
- JAR Veen van
- JF Snuggs
- JF Snuggs
- JG Speight
- JG Speight
- JH Gary
- JH Kunkel
- JL Fernandes
- JL Fernandes
- JM Arandes
- JRD Nee
- K Alam
- K Becker
- K Murata
- K Sakashita
- KM Furati
- KY Prochukhan
- LE Carlsmith
- LE Chapin
- LF Hatch
- LL Upson
- LR Chevalier
- M Bhaskar
- M Brown
- M Day
- M Day
- M Edwards
- M Evans
- M Evans
- M Marui
- M Millan
- M Watabe
- MB Simpson
- MF Menoufy
- MH Pinzon
- MI Grechishkina
- MNM Ibrahim
- Mobil Oil Corporation
- MP Ramage
- MT Szabo
- MV Landau
- N Sharma
- NG Haseltine
- NK Anderson
- NN Khvostenko
- NP Martinez
- O Genis
- O Genis
- OV Selakovic
- P Buiter
- P Imhof
- PB Crawford
- PM Rahimi
- PR Robinson
- PR Robinson
- R Gautam
- R Krishna
- R Lott
- R Prins
- R Wiesenthal
- RA Dawe
- RA Fitch
- RA Meyers
- S Ackerman
- S Ackerman
- S Foskett
- S Golden
- S Hirakawa
- S Kumar
- S Putek
- S Putek
- S Ramirez
- S Zhang
- S-I Andersson
- S-I Andersson
- SD Burd Jr.
- SE Paul
- Shell International Petroleum Company Limited
- SM Farouq Ali
- SMF Ali
- SS Marsden
- SV Kolesov
- SW Nicksic
- T Filotti
- T James
- T Kubo
- T Shioiri
- T Tongue
- TC Ho
- TC Ho
- TE Tomastik
- TR Hughes
- UT Turaga
- VG Komvokis
- VN Kabadi
- W Ginzel
- W Haiyan
- W-C Cheng
- WC Uhl
- WD Peters
- WJ Mattox
- WJ Rossi
- WL Nelson
- WL Vermilion
- WL Vermilion
- WL Vermilion
- X Zhang
- Y Cheng
- Y Fujiyama
- Y Yoshimura
- Y-M Chen
- Y-M Chen
- Z Cao
- Z Tomasik
- Z Tomasik
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- 01/01/2009
- Field of study