✦ LIBER ✦

Agent-Based Approach to Option Pricing Anomalies

✍ Scribed by Suzuki, K.; Shimokawa, T.; Misawa, T.

Book ID: 114625107
Publisher: IEEE
Year: 2009
Tongue: English
Weight: 620 KB
Volume: 13
Category: Article
ISSN: 1089-778X
DOI: 10.1109/tevc.2008.2011745

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An Agent-Based Approach to Option Pricin

An Agent-Based Approach to Option Pricing Anomalies

✍ Suzuki, K.; Shimokawa, T.; Misawa, T. 📂 Article 📅 2009 🏛 IEEE 🌐 English ⚖ 634 KB

Option Pricing Approach to International

Option Pricing Approach to International Reserves

✍ Jaewoo Lee 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 268 KB

A modified lattice approach to option pr

A modified lattice approach to option pricing

✍ Yisong Tian 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 809 KB

A simple approach to bond option pricing

✍ Wei, Jason Z. 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 335 KB 👁 2 views

In the last 15 years or so, tremendous efforts and progress have been made in valuing interest rate sensitive derivative securities. Broadly speaking, two different approaches have been used. Some authors have modeled interest rates in an equilibrium setting and derived bond prices and other interes

An option pricing approach to evaluating

An option pricing approach to evaluating petroleum projects

✍ Steinar Ekern 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 883 KB

A comprehensive mathematical approach to

A comprehensive mathematical approach to exotic option pricing

✍ Rossella Agliardi 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 286 KB