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TENOR SPECIFIC PRICING · Study

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ArticleTENOR SPECIFIC PRICING

Dilip B. Madan2011

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Articlegreen2011

TENOR SPECIFIC PRICING

Dilip B. Madan · Wim Schoutens

26 citations·0/0 files stored·International Journal of Theoretical and Applied Finance

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Stochastic processes and financial applications Financial Markets and Investment Strategies Economic theories and models

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References

1999Coherent Measures of Risk 1985A Theory of the Term Structure of Interest Rates 2003Monte Carlo Methods in Financial Engineering 2006Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes 2000Gain, Loss, and Asset Pricing 2000Beyond Arbitrage: Good‐Deal Asset Price Bounds in Incomplete Markets 1996Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets 2001Pricing and hedging in incomplete markets

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Year2011

Typearticle

Published2011-01-01

VenueInternational Journal of Theoretical and Applied Finance

ISSN-L0219-0249

Languageen

Citations26

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1142/s0219024912500434

openalex_workW2809304859

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