Author:
Fabbri Mattia,Giribone Pier Giuseppe, ,
Publisher
Italian Association of Financial Industry Risk Managers (AIFIRM)
Reference20 articles.
1. [1] Boyle P. P. (1977), "Options: a Monte Carlo approach", Journal of Financial Economics, Vol. 4, N. 3
2. Option pricing: a simplified approach;Cox;Journal of Financial Economics Vol,1979
3. [3] Di Franco M., Polimeni F., Proietti M. (2002), "Opzioni e titoli strutturati", Il Sole 24 Ore. Milano
4. [4] Duffy D. J. (2006), "Finite Difference Method in Financial Engineering - A Partial Differential Approach", Wiley & Sons, West Sussex
5. [5] El Babsiri M., Noel G. (1998), "Simulating Path-Dependent Options: a new approach", The Journal of Derivatives, Vol. 6, N. 2