Applied Quantitative Finance
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Published By Springer Berlin Heidelberg

9783540691778, 9783540691792
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Valuation of Multidimensional Bermudan Options

2009 ◽  
pp. 295-309 ◽  
Author(s):  
Shih-Feng Huang ◽  
Meihui Guo
Keyword(s):  
Bermudan Options

scholarly journals Multivariate Volatility Models

2009 ◽  
pp. 313-326 ◽  
Author(s):  
Matthias R. Fengler ◽  
Helmut Herwartz
Keyword(s):  
Volatility Models ◽  
Multivariate Volatility

High-Frequency Volatility and Liquidity

2009 ◽  
pp. 379-397
Author(s):  
Nikolaus Hautsch ◽  
Vahidin Jeleskovic
Keyword(s):  
High Frequency

Simulation Based Option Pricing

2009 ◽  
pp. 363-378 ◽  
Author(s):  
Denis Belomestny ◽  
Grigori N. Milstein
Keyword(s):  
Option Pricing ◽  
Simulation Based

Valuation and VaR Computation for CDOs Using Stein’s Method

2009 ◽  
pp. 161-189
Author(s):  
Nicole El Karoui ◽  
Ying Jiao ◽  
David Kurtz
Keyword(s):  
Stein’S Method ◽  
Stein's Method
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