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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.

Author: Barone-Adesi, Giovanni
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
History, Americans, Calculus, Differential, Differential calculus

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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.

Author: Detemple, Jerome, Garcia, Rene, Rindisbacher, Marcel
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
Labor Distribution by Employer, Statistics, Regression analysis

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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.

Author: Vetzal, K.R., Forsyth, P.A., Windcliff, H.
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

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Subjects list: United States, Analysis, Monte Carlo method, Monte Carlo methods
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