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There are 30475 results for: content related to: Valuation Bounds on Barrier Options Under Model Uncertainty

  1. Vector connectivity in graphs

    Networks

    Volume 63, Issue 4, July 2014, Pages: 277–285, Endre Boros, Pinar Heggernes, Pim van 't Hof and Martin Milanič

    Version of Record online : 10 FEB 2014, DOI: 10.1002/net.21545

  2. Absorption signatures of warm-hot gas at low redshift: broad H i Lyα absorbers

    Monthly Notices of the Royal Astronomical Society

    Volume 425, Issue 3, 21 September 2012, Pages: 1640–1663, Thorsten Tepper-García, Philipp Richter, Joop Schaye, C. M. Booth, Claudio Dalla Vecchia and Tom Theuns

    Version of Record online : 20 AUG 2012, DOI: 10.1111/j.1365-2966.2012.21545.x

  3. A Multiphase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables

    Journal of Futures Markets

    Volume 33, Issue 9, September 2013, Pages: 795–826, Tian-Shyr Dai, Chuan-Ju Wang and Yuh-Dauh Lyuu

    Version of Record online : 20 JUN 2012, DOI: 10.1002/fut.21565

  4. The Quanto Adjustment and the Smile

    Journal of Futures Markets

    Volume 32, Issue 9, September 2012, Pages: 877–908, Jacinto Marabel Romo

    Version of Record online : 6 SEP 2011, DOI: 10.1002/fut.20545

  5. Option Pricing Using the Martingale Approach with Polynomial Interpolation

    Journal of Futures Markets

    Volume 33, Issue 5, May 2013, Pages: 469–491, Ming-Chieh Wang, Li-Jhang Huang and Szu-Lang Liao

    Version of Record online : 14 MAY 2012, DOI: 10.1002/fut.21557

  6. Currency-Protected Swaps and Swaptions with Nonzero Spreads in a Multicurrency LMM

    Journal of Futures Markets

    Volume 33, Issue 9, September 2013, Pages: 827–867, Jui-Jane Chang, Son-Nan Chen and Ting-Pin Wu

    Version of Record online : 11 JUN 2012, DOI: 10.1002/fut.21567

  7. Pricing Multiasset Cross-Currency Options

    Journal of Futures Markets

    Volume 34, Issue 1, January 2014, Pages: 1–19, Kenichiro Shiraya and Akihiko Takahashi

    Version of Record online : 21 DEC 2012, DOI: 10.1002/fut.21590

  8. Cross Hedging with Currency Forward Contracts

    Journal of Futures Markets

    Volume 33, Issue 7, July 2013, Pages: 653–674, Kit Pong Wong

    Version of Record online : 15 MAY 2012, DOI: 10.1002/fut.21561

  9. Optimal Futures Hedging Under Multichain Markov Regime Switching

    Journal of Futures Markets

    Volume 34, Issue 2, February 2014, Pages: 173–202, Her-Jiun Sheu and Hsiang-Tai Lee

    Version of Record online : 9 NOV 2012, DOI: 10.1002/fut.21583

  10. Risk Management of Nonstandard Basket Options with Different Underlying Assets

    Journal of Futures Markets

    Volume 33, Issue 4, April 2013, Pages: 299–326, Georges Dionne, Geneviève Gauthier and Nadia Ouertani

    Version of Record online : 7 FEB 2012, DOI: 10.1002/fut.21546

  11. An improved upper bound on the density of universal random graphs

    Random Structures & Algorithms

    Volume 46, Issue 2, March 2015, Pages: 274–299, Domingos Dellamonica Jr., Yoshiharu Kohayakawa, Vojtěch Rödl and Andrzej Ruciński

    Version of Record online : 22 MAY 2014, DOI: 10.1002/rsa.20545

  12. A Forward Monte Carlo Method for American Options Pricing

    Journal of Futures Markets

    Volume 33, Issue 4, April 2013, Pages: 369–395, Daniel Wei-Chung Miao and Yung-Hsin Lee

    Version of Record online : 7 FEB 2012, DOI: 10.1002/fut.21549

  13. Active Noise Control System Using SSCF Adaptive Algorithm

    Electronics and Communications in Japan

    Volume 97, Issue 5, May 2014, Pages: 22–28, Masaki Kobayashi, Yusaku Tanaka, Takuma Shimada, Yasunori Nagasaka, Naoto Sasaoka and Yoshio Itoh

    Version of Record online : 11 APR 2014, DOI: 10.1002/ecj.11545

  14. Properties of selected mutations and genotypic landscapes under Fisher's geometric model

    Evolution

    Volume 68, Issue 12, December 2014, Pages: 3537–3554, François Blanquart, Guillaume Achaz, Thomas Bataillon and Olivier Tenaillon

    Version of Record online : 17 NOV 2014, DOI: 10.1111/evo.12545

  15. Option Valuation Under a Double Regime-Switching Model

    Journal of Futures Markets

    Volume 34, Issue 5, May 2014, Pages: 451–478, Yang Shen, Kun Fan and Tak Kuen Siu

    Version of Record online : 28 MAR 2013, DOI: 10.1002/fut.21613

  16. A Term Structure Model for VIX Futures

    Journal of Futures Markets

    Volume 33, Issue 5, May 2013, Pages: 421–442, Bujar Huskaj and Marcus Nossman

    Version of Record online : 15 MAR 2012, DOI: 10.1002/fut.21550

  17. The Term Structure of VIX

    Journal of Futures Markets

    Volume 32, Issue 12, December 2012, Pages: 1092–1123, Xingguo Luo and Jin E. Zhang

    Version of Record online : 16 AUG 2012, DOI: 10.1002/fut.21572

  18. A Quasi-Analytical Pricing Model for Arithmetic Asian Options

    Journal of Futures Markets

    Volume 33, Issue 12, December 2013, Pages: 1143–1166, Jianqiang Sun, Langnan Chen and Shiyin Li

    Version of Record online : 11 JUL 2012, DOI: 10.1002/fut.21576

  19. On Forbidden Pairs Implying Hamilton-Connectedness

    Journal of Graph Theory

    Volume 72, Issue 3, March 2013, Pages: 327–345, Jill R. Faudree, Ralph J. Faudree, Zdeněk Ryjáček and Petr Vrána

    Version of Record online : 18 MAY 2012, DOI: 10.1002/jgt.21645

  20. On the combination of c- and D-optimal designs: General approaches and applications in dose–response studies

    Biometrics

    Tim Holland-Letz

    Version of Record online : 24 MAY 2016, DOI: 10.1111/biom.12545