ebooks logo journals logo reference works logo abstract databases logo
bullet  SIGN IN Register | Why Register? | Got a Voucher? alerts   marked lists   shopping cart 

informaworld

HOME   |   SEARCH   |   BROWSE
    Issues List       Latest Issue       Forthcoming Articles       Volume 6 Issue 2       Aims & Scope       Editorial Board       Instructions for Authors       Subscribe      
<< earliestearliest   < prevprev   Issue listissues   next >next   latest >>latest
Publisher Logo Publication Cover
Search within this journal

Applied Mathematical Finance, Volume 6 Issue 2 1999

ISSN: 1466-4313 (electronic) 1350-486X (paper)
Publication Frequency: 6 issues per year
Publisher: Routledge
select-down Click for help
A hybrid method for pricing European options based on multiple assets with transaction costs
Graziella Pacelli;  Maria Cristina Recchioni; Francesco Zirilli
Pages 61 – 85
Abstract | References | Full Text PDF | Request Permissions
Related Articles
 buy now buy now
A finite element approach to the pricing of discrete lookbacks with stochastic volatility
P. A. Forsyth;  K. R. Vetzal; R. Zvan
Pages 87 – 106
Abstract | References | Full Text PDF | Request Permissions
Cited By | Related Articles
 buy now buy now
Stochastic volatility, smile & asymptotics
K. Ronnie Sircar; George C. Papanicolaou
Pages 107 – 145
Abstract | References | Full Text PDF | Request Permissions
Related Articles
 buy now buy now
select-up

Privacy Policy | Terms & Conditions | Accessibility | RSS
FAQs in: English . Français . Español . 中文(简体和繁體)
© 2009 Informa plc