Numerical Evaluation of Multivariate Contingent Claims-Reference-Cited by-同舟云学术

Numerical Evaluation of Multivariate Contingent Claims

Published:1989-04 Issue:2 Volume:2 Page:241-250
ISSN:0893-9454
Container-title:Review of Financial Studies
language:en
Short-container-title:Rev. Financ. Stud.

Author:

Boyle Phelim P.,Evnine Jeremy,Gibbs Stephen

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance,Accounting

Link

http://academic.oup.com/rfs/article-pdf/2/2/241/5308788/020241.pdf

Reference20 articles.

1. A Lattice Framework for Option Pricing with Two State Variables

2. Boyle P. P. , 1988b, “The Quality Option and the Timing Option in Futures Contracts,” working paper, The University of Waterloo, Waterloo, Ontario, Canada.

3. “Pricing Complex Options: Echo-Bay Ltd. Gold Purchase Warrants,”;Boyle;Canadian Journal of Administrative Sciences,1985

4. A Note on the Pricing of Commodity-Linked Bonds

5. Cheng S. T. , 1987, “Multi-Asset Contingent Claims in a Stochastic Interest Rate Environment,” Ph.D. thesis, Stanford University.

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