International Journal of Financial Markets and Derivatives (IJFMD) Inderscience Publishers - linking academia, business and industry through research

International Journal of Financial Markets and Derivatives

Pages	Title and author(s)
249-257	Pattern derivatives Casey S. Schroeder; Massimo Di Pierro DOI: 10.1504/IJFMD.2011.045608
258-264	Discrete volatility calibration for callable swaps: a model comparison PAPER WITHDRAWN Angelo Corelli DOI: 10.1504/IJFMD.2011.045597
265-287	Pricing two dimensional derivatives under stochastic correlation Alexander Alvarez; Marcos Escobar; Pablo Olivares DOI: 10.1504/IJFMD.2011.045598
288-297	A model of stock option prices Zhongjin Yang; Cassidy Yang DOI: 10.1504/IJFMD.2011.045599
298-313	Can we use the Black-Scholes-Merton model to value temperature options? Gunter Meissner; James Burke DOI: 10.1504/IJFMD.2011.045601
314-330	Pricing Chinese warrants using artificial neural networks coupled with Markov regime switching model David Liu; Lei Zhang DOI: 10.1504/IJFMD.2011.045600