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Exotic Options
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Exotic Options (1998)Exotic OptionsFinite Difference Method for the Black–Scholes Equation Without Boundary Conditions (2017)Finite Difference Method for …The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk (2016)The Valuation of Power Exchan…An adjusted binomial model for pricing Asian options (2006)An adjusted binomial model fo…On the pricing of GDP-linked financial products (2005)On the pricing of GDP-linked …Capital Regulation for Position Risk in Banks, Securities Firms, and Insurance Companies (2005)Capital Regulation for Positi…A NEW METHOD OF PRICING LOOKBACK OPTIONS (2005)A NEW METHOD OF PRICING LOOKB…Pricing Lookback Options and Dynamic Guarantees (2003)Pricing Lookback Options and …Pricing equity-indexed annuities with path-dependent options (2003)Pricing equity-indexed annuit…General valuation principles for arbitrary payoffs and applications to power options under stochastic volatility (2003)General valuation principles …A Structural Analysis of Credit Risk With Risky Collateral: A Methodology for Haircut Determination (2003)A Structural Analysis of Cred…Fast Fourier Transform for Discrete Asian Options (2001)Fast Fourier Transform for Di…The Behavior of Stock-Market Prices (1965)The Pricing of Options and Corporate Liabilities (1973)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)A Theory of the Term Structure of Interest Rates (1985)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Pricing of Ratchet equity-indexed annuities under stochastic interest rates (2006)Valuing equity-linked death benefits and other contingent options: A discounted density approach (2012)Application of Data Clustering and Machine Learning in Variable Annuity Valuation (2013)The new financial order: risk in the 21st century (2003)Financial Stability Review (2011)Empirical Performance of Alternative Option Pricing Models (1997)On the optimal design of insurance contracts with guarantees (2010)Valuation of power options under Heston's stochastic volatility model (2012)Path Dependent Options: "Buy at the Low, Sell at the High" (1979)Option pricing by Esscher transforms. (1995)Mathematical Models of Financial Derivatives (2008)Martingales and stochastic integrals in the theory of continuous trading (1981)A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads (1996)Inventory Financing with Overconfident Supplier Based on Supply Chain Contract (2018)The Mathematics of Financial Derivatives (1995)Option pricing when underlying stock returns are discontinuous (1976)Stochastic Integration and Differential Equations (2005)Analytical valuation of power exchange options with default risk (2018)Analytical valuation of Asian options with counterparty risk under stochastic volatility models (2019)Pricing vulnerable power exchange options in an intensity based framework (2019)Theory of Rational Option Pricing (1973)Theory of rational option pricing (2005)Finite Difference Method for the Multi-Asset Black–Scholes Equations (2020)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Bank Runs, Deposit Insurance, and Liquidity (1983)Generalized autoregressive conditional heteroskedasticity (1986)INTERNATIONAL FINANCIAL CONGLOMERATES: IMPLICATIONS FOR BANK INSOLVENCY REGIMES (2003)What We Know, Don't Know and Can't Know About Bank Risks: A View from the Trenches (2006)Were there fire sales in the RMBS market? (2021)
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  • 2003Pricing equity-indexed annuities with path-dependent options81 cited
  • 2003Pricing Lookback Options and Dynamic Guarantees69 cited
  • 2005Capital Regulation for Position Risk in Banks, Securities Firms, and Insurance Companies48 cited
  • 2016The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk45 cited
  • 2003General valuation principles for arbitrary payoffs and applications to power options under stochastic volatility33 cited
  • 2005On the pricing of GDP-linked financial products28 cited
  • 2005A NEW METHOD OF PRICING LOOKBACK OPTIONS28 cited
  • 2003A Structural Analysis of Credit Risk With Risky Collateral: A Methodology for Haircut Determination27 cited
  • 2017Finite Difference Method for the Black–Scholes Equation Without Boundary Conditions25 cited
  • 2001Fast Fourier Transform for Discrete Asian Options24 cited
  • 2006An adjusted binomial model for pricing Asian options23 cited

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