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50 research outputs found

Gas Storage Valuation: A Comparative Simulation Study

Author: A Boogert
A Cartea
A Holland
A K Dixit
B Felix
Bastian Felix
C Munz
C Weber
De Jong
E Schwartz
F H�ffler
F Longstaff
H Geman
J Breslin
J C Hull
J Gray
J Kj�rstad
J W Byers
K Mardia
M Brennan
M Briani
M Ludkovski
M Manoliu
M Thompson
N Secomandi
P Bjerksund
R Geske
R Weron
S D Hodges
S Das
S Maragos
S Schl�ter
T Weston
W F Ames
Z L Chen
Publication venue: 'Elsevier BV'
Publication date: 01/01/2012
Field of study

Analytical approximations for the critical stock prices of American options: a performance comparison

Author: A. Q. M. Khaliqa
D. Bunch
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

Flight Capital and its Reversal for Development Financing

Author: A Alesina
A Ize
A Muscatelli
A Razin
A Tornell
C Kant
CP Kindleberger
DB Gordon
E Zedillo
H Eggerstedt
HD Gibson
I Diwan
I Walter
IS Ajayi
J Eaton
J Eaton
JG Mikkelsen
JK Boyce
JK Boyce
JK Boyce
JT Cuddington
JT Cuddington
L Henry
L Ndikumana
M Deppler
M Guaranty
M Guaranty
M Pastor Jr
MJ Fry
MP Dooley
MP Dooley
MP Dooley
MS Khan
N Hermes
N Hermes
N Hermes
N Hermes
N Sheets
NK Ng’eno
P Bjerksund
P Collier
PHK Chang
PT Bauer
R Bhattacharya
R Brown
R Cumby
R Lensink
R Lensink
R Levine
R Olopoenia
R Vos
S Claessens
S Erbe
SK Gulati
SL Ketkar
T Nyoni
V Murinde
World Bank
World Bank
X Sala-i-Martin
Publication venue: 'Springer Science and Business Media LLC'
Publication date: 01/01/2004
Field of study

Effect of risk preference on the valuation of time charter contracts with extension options

Author: Bjerksund P.
Floriano Pires
Merton R. C.
Tvedt J.
Publication venue: 'Informa UK Limited'
Publication date
Field of study

A General Computational Method for Calibration Based on Differential Trees

Author: Bjerksund P.
Canabarro E.
Jamshidian F.
Lyuu Y.
Sandmann K.
Yuh-Dauh Lyuu
Publication venue: 'Pageant Media US'
Publication date
Field of study

Analytical Option Pricing Methods

Author: F. Black
F. Black
G. Barone-Adesi
M.B. Garman
O. Vasicek
P. Bjerksund
R.E. Whaley
Publication venue: 'Springer Science and Business Media LLC'
Publication date: 01/01/2007
Field of study

Margrabe Revisited

Author: D. Pilipovic
H. Geman
J. Hoek van der
L. Clewlow
M. Li
P. Bjerksund
R. Carmona
W. Margrabe
Y.L. Tong
Publication venue: 'Springer Science and Business Media LLC'
Publication date: 01/01/2015
Field of study

Stochastic Models for Oil Prices and the Pricing of Futures on Oil

Author: Abramowitz M.
Bjerksund P.
Dixit A.
Joanna Goard
Lewis A. L
Mohammed A. Aba Oud
Ross S. A
Wilmott P
Publication venue: 'Informa UK Limited'
Publication date
Field of study

Conditional Options

Author: F.A. Longstaff
L.P. Jennergren
O. Schnusenberg
P. Bjerksund
P.G. Zhang
P.P. Carr
R. Geske
R.E. Whaley
S. Fischer
W. Margrabe
Publication venue: 'Springer Science and Business Media LLC'
Publication date: 01/01/2007
Field of study

An Improved Method for Pricing and Hedging American Options

Author: % Best
A Basso
Cz-P-M 51
D S Bunch
E Ekstrom
F Aitsahlia
G Barles
G Barone-Adesi
G Barone-Adesi
J Cheng
J D Evans
M Broadie
P Bjerksund
P Bjerksund
P Carr
P Carr
Radu Tunaru
S L Chung
S L Chung
S.-L Chung
Silvia Stanescu
Tommaso Paletta
X Chen
X Chen
X Chen
X Chen
Y P Chung
Publication venue: 'Elsevier BV'
Publication date: 01/01/2014
Field of study

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