ISSN 1380-6645
Publisher: Springer
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Efficient Option Replication in the Presence of Transactions Costs pp. 107-131(25) Author: Martellini L.
Dynamic Volatility Trading Strategies in the Currency Option Market pp. 133-154(22) Author: Guo D.
Tighter Option Bounds from Multiple Exercise Prices pp. 155-188(34) Author: Ryan P.J.
Effects of Callable Feature on Early Exercise Policy pp. 189-211(23) Authors: Kwok Y.K.; Wu L.