Publisher
Springer Science and Business Media LLC
Subject
Information Systems,Computer Science (miscellaneous)
Reference29 articles.
1. Ben-Hameur H, Breton M, and Francois P, Pricing ASX installment warrants under GARCH (Working Paper), G-2005-42, Les Cahiers du GERAD, 2005.
2. Ben-Hameur H, Breton M, and Francois P, A dynamic programming approach to price installment options, European Journal of Operation Research, 2006, 169(2): 667–676.
3. Davis M, Schachermayer W, and Tompkins R, Pricing, no-arbitrage bounds and robust hedging of instalment options, Quantitative Finance, 2001, 1: 597–610.
4. Dixit A R and Pindyck R S, Investment under Uncertainty, Princeton University Press, New-Jersey, 1994.
5. Davis M, Schachermayer W, and Tompkins R, Installment options and static hedging, Journal of Risk Finance, 2002, 3: 46–52.
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献