Pricing barrier options /

Pricing barrier options /

Saved in:

Bibliographic Details
Main Author:	Liu, Jingxia
Format:	Thesis Book
Language:	English
Published:	2002.
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Reconstruction of volatility functions and its application to pricing exotic options /
by: Tay, Lian Yeow
Published: (2001)

Pricing of American call options using simulation and numerical analysis /
by: Beh, Woan Lin
Published: (2011)

Pricing barrier options-use of numerical simulation methods /
by: Chiranjeet
Published: (1998)

Homogeneity of independence and factor pricing models /
by: Liu, Xia
Published: (2002)

American option valuation using Monte Carlo simulation /
by: Yeo, Keng Leong
Published: (2002)

Independence and asset pricing /
by: Lin, Xiaoai
Published: (2000)

Pricing of old property as option /
by: Shiow, Jeng Guo
Published: (1992)

Pricing of interest rate derivatives /
by: Khor, Chia Ying
Published: (2013)

Distributions of stock returns and bond prices /
by: Beh, Woan Lin
Published: (2005)

Quasi-Monte Carlo approach for derivative pricing /
by: Chen, Hongbo
Published: (2001)

Random binomial tree models and pricing options /
by: Bayram, Kamola
Published: (2013)

A neural network model for option pricing /
by: Li, Yili
Published: (1997)

Option-implied adjusted information using extended generalised leland option pricing models in asset allocation strategies /
by: Hanani Farhah binti Harun
Published: (2020)

Pricing American and European foreign currency options with stochastic volatility /
by: Wang, Ping
Published: (2002)

Pricing currency options by generalizations of the mixed fractional brownian motion
by: Shokrollahi, Foad
Published: (2016)

Option pricing for rough Heston model using numerical methods
by: Siow, Woon Jeng
Published: (2021)

A bank pricing models for US dollar/S dollar options /
by: Sim, Seng Kiang
Published: (1987)

An analytical approach to pricing American options under stochastic volatility /
by: Zhang, Zhe
Published: (2000)

Monte Carlo methods for some financial problems /
by: Liu, Xiaoqing
Published: (2003)

Pricing and hedging currency and stock index futures options in information-time /
by: Wu, Ronghui
Published: (1998)

Test of market efficiency of gold option pricing based on put-call parity model /
by: Han, Wee Kwang
Published: (1988)

Numerical performance of a family of preconditioned gauss-seidel methods for one and two asset standard option pricings
by: Koh, Wei Sin
Published: (2012)

Singapore stock option market /
by: Chun, Kwong Leong
Published: (1996)

A study of implied volatilities in the pricing of spot currency options, using data on the sterling pound from February to April 1988 /
by: Teo, Wi Huang
Published: (1989)

A stochastic volatility approach to value-at-risk /
by: Lim, Teck Leong
Published: (2002)

Generalizations of Stirling numbers and related applications /
by: Suresh Padmanabhan
Published: (2002)

A coupled-channels optical study of positron scattering by atomic hydrogen /
by: Mohd Zahurin Mohamed Kamali
Published: (2002)

Straight moving average chart /
by: Wong, Hwee Bee
Published: (2002)

Construction of constant weight codes /
by: Lee, Lin Yee
Published: (2002)

Effects of estimation and transformation on control charts /
by: Su, Wanhua
Published: (2002)

Polynomial convergence of an inexact interior point algorithm for semidefinite programming /
by: Yin, Rui
Published: (2002)

Numerical approximation methods for acoustic simulation /
by: Jia, Shua
Published: (2002)

Specification tests for financial market models /
by: Li, Ming
Published: (2002)

On the orientation numbers of graphs /
by: Lee, Siew Lin
Published: (2002)

Super control charting schemes /
by: Jayanthi Neelakantan
Published: (2002)

Statistical sampling for risk assessment of complex diseases /
by: Yeo, Adeline Ai Lin
Published: (2002)

DSC: parameter optimization, blind noise estimation and adaptive edge detection /
by: Xiong, Wei
Published: (2002)

Prediction of putative therapeutic, toxicity and side effect associated protein targets of a small molecule by a ligand-protein inverse docking approach /
by: Ung, Choong Yong
Published: (2002)

Modelling buying behaviour /
by: Tan, Chuen Seng
Published: (2002)

Numerical solutions of a liquid crystal model /
by: Lu, Xiliang
Published: (2002)

Services hosted by the Perpustakaan Sultan Abdul Samad, Universiti Putra Malaysia with Cooperation MySyL Group