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- W628634987 abstract "Mean Square Error for the Leland-Lott Hedging Strategy (M Gamys & Y Kabanov) Variance Reduction for MC/QMC Methods to Evaluate Option Prices (J-P Fouque et al.) Quanto Pre-washing for Jump Diffusion Models (H Y Wong & K Y Lau) Estimation of the Local Volatility of Discount Bonds Using Market Quotes for Coupon-Bond Options (H Fujiwara et al.) Option Pricing based on Geometric Stable Processes and Minimal Entropy Martingale Measures (Y Miyahara & N Moriwaki) Arbitrage Pricing Under Transaction Costs: Continuous Time (E Denis) The Valuation of Callable Financial Commodities with Two Stopping Boundaries (K Sawaki et al.) Strategic Investment with Debt Financing (M Nishihara & T Shibata) Leland's Approximations for Concave Pay-off Functions (E Denis) Statistical Properties of Covariance Estimator of Microstructure Noise: Dependence, Rare Jumps and Endogeneity (M Ubukata & K Oya) The Impact of Momentum Trading on the Market Price and Trades (K Nishide) Real Options in a Duopoly Market with General Volatility Structure (M Kijima & T Shibata) Dynamic Asset Allocation under Stochastic Interest Rate and Market Price of Risk (K Tanaka)." @default.
- W628634987 created "2016-06-24" @default.
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- W628634987 date "2009-01-01" @default.
- W628634987 modified "2023-09-24" @default.
- W628634987 title "Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering : Otemachi Sankei Plaza, Tokyo, Japan, 4-5 August 2008" @default.
- W628634987 hasPublicationYear "2009" @default.
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