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8 research outputs found
Analytical approximations for the critical stock prices of American options: a performance comparison
Author
A. Q. M. Khaliqa
D. Bunch
+34Â more
F. A. Longstaff
F. AitSahlia
F. Pressacco
G. Barone-Adesi
G. Barone-Adesi
G. Barone-Adesi
H. E. Johnson
H. P. McKean Jr.
I. J. Kim
J. B. Detemple
J. C. Cox
J. D. Evans
J. Huang
L. W. MacMillan
M. A. Sullivan
M. Broadie
M. Li
Minqiang Li
N. Ju
N. Ju
P. A. Samuelson
P. Bjerksund
P. Carr
P. Carr
P. Van Moerbeke
R. C. Merton
R. D. McDonald
R. Geske
R. Myneni
S. D. Jacka
S. Kallast
S. P. Zhu
S. P. Zhu
T. Little
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
Full text link
Crossref
An integral equation for American put options on assets with general dividend processes
Author
Babilua P.
El Karoui N.
+8Â more
El Karoui N.
Geske R.
Göttsche O.
He S.
J. W. Nieuwenhuis
Kallast S.
M. H. Vellekoop
Meyer G.H.
Publication venue
'Informa UK Limited'
Publication date
Field of study
No full text
Crossref
Integral Representation of Vega for American Put Options
Author
A Ib�n?ib�n?ez
B Gao
+13Â more
D Levy
E Sinclair
H Han
I Kim
J Huang
L Andersen
M Sullivan
Ning Zhang
S Kallast
S Laminou-Abdou
S Zhu
Yanchu Liu
Zhenyu Cui
Publication venue
'Elsevier BV'
Publication date
01/01/2016
Field of study
No full text
Crossref
Valuation of Guaranteed Minimum Maturity Benefits in Variable Annuities with Surrender Options
Author
A R Bacinello
C B Hyndman
+20Â more
C Bernard
C Chiarella
D Bauer
F Black
F Jamshidian
I J Kim
J Huang
Jonathan Ziveyi
M A Milevsky
M Constabile
M Milevsky
Michael Sherris
N El Karoui
P Carr
R Myneni
S D Jacka
S Kallast
T K Siu
W Shen
Yang Shen
Publication venue
'Elsevier BV'
Publication date
01/01/2015
Field of study
No full text
Crossref
Pricing American Options on Jump-Diffusion Processes Using Fourier Hermite Series Expansions
Author
A Erd�lyi
Andrew Ziogas
+33Â more
C Ball
C Chiarella
C Chiarella
C Chiarella
C M Ahn
C R Gukhal
Carl Chiarella
D S Bates
F Aitsahlia
F Black
G Barles
G H Meyer
G H Meyer
H P Mckean
H Pham
I J Kim
K I Amin
L Wu
M Abramowitz
P Carr
P Carr
P Jorion
R A Jarrow
R A Kuske
R C Merton
R C Merton
R Geske
S D Jacka
S Kallast
S Mullinaci
X Chen
X L Zhang
Y Halluin
Publication venue
'Elsevier BV'
Publication date
01/01/2005
Field of study
No full text
Crossref
Pricing American Options Written on Two Underlying Assets
Author
A Ib��ez
C Chiarella
+34Â more
C Chiarella
C Chiarella
Carl Chiarella
D Geltner
E Tzavalis
F Ait-Sahlia
F Black
F Jamshidian
G Geske
G H Meyer
G H Meyer
H Johnson
H P J Mckean
I J Kim
J C Cox
J D Logan
J Huang
Jonathan Ziveyi
K R Jackson
M Abramowitz
M Broadie
M J Brennan
N Ju
P Carr
P P Boyle
P Wilmott
R Carmona
R Stulz
S D Jacka
S Jaimungal
S Kallast
U Wystup
V Surkov
W Magrabe
Publication venue
'Elsevier BV'
Publication date
01/01/2011
Field of study
No full text
Crossref
The Measurement of Organizational Culture: Cross-Country Perspective
Author
A S Tsui
B Barnes
+32Â more
C D Helfrich
C Kwantes
C T Kwantes
D Matsumoto
E H Schein
E Kallast
F Trompenaars
F Van De Vijver
G Hofstede
G Hofstede
G Hofstede
H Trice
J Andrijevskaja
J P Kotter
K M Alkhazraji
Kadri Karma
L M Arciniega
L Sagiv
M H Bond
M Metelitsa
M Vadi
Maaja Vadi
R A Cooke
R Deshpande
R E Nelson
R E Quinn
R Fisher
R Inglehart
R J Vandenberg
S H Schwartz
T E Deal
Y Allaire
Publication venue
'Elsevier BV'
Publication date
01/01/2016
Field of study
No full text
Crossref
Simple Analytical Approximations for the Critical Stock Price of American Options
Author
C Knessl
D Bunch
+46Â more
D Bunch
D Sev?ovi?
E Ekstr�m
F Aitsahlia
F Longstaff
G Barles
G Barone-Adesi
G Barone-Adesi
H Mckean
I Gradshteyn
I Karatzas
I Kim
J Cox
J Detemple
J Detemple
J Evans
J Huang
J Ingersoll
J Lee
J Zhang
L Macmillan
M Brennan
M Broadie
M Broadie
M Broadie
M Li
N Ju
N Ju
P Carr
P Carr
R Frontczak
R Frontczak
R Geske
R Kuske
R Mallier
R Merton
Robert Frontczak
S Jacka
S Kallast
S.-P Zhu
T Little
W Allegretto
W Bryc
X Chen
X Chen
X Chen
Publication venue
'Elsevier BV'
Publication date
01/01/2013
Field of study
No full text
Crossref