The saga of the American put
Article Abstract:
A review of the last 40 year literature development on American put on of the oldest problems in mathematical finance is presented.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
History, Americans, Calculus, Differential, Differential calculus
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
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Intertemporal asset allocation: A comparison of methods
Article Abstract:
A comparison of two recent Monte Carlo methods which support the computation of optimal portfolio rules is presented.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
Labor Distribution by Employer, Statistics, Regression analysis
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
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Pricing methods and hedging strategies for volatility derivatives
Article Abstract:
Uncertainty in derivatives and hedging and pricing methods for controlling this volatility are presented.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
Management dynamics, Methods, Management, Usage, Derivatives (Financial instruments), Hedging (Finance), Company business management, Price fixing, Uncertainty
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
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Subjects list: United States, Analysis, Monte Carlo method, Monte Carlo methods
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