International Journal of Financial Markets and Derivatives
2011 Vol.2 No.4
Pages | Title and author(s) |
249-257 | Pattern derivativesCasey S. Schroeder; Massimo Di Pierro DOI: 10.1504/IJFMD.2011.045608 |
258-264 | RETRACTED ARTICLE Discrete volatility calibration for callable swaps: a model comparisonAngelo Corelli DOI: 10.1504/IJFMD.2011.045597 |
265-287 | Pricing two dimensional derivatives under stochastic correlationAlexander Alvarez; Marcos Escobar; Pablo Olivares DOI: 10.1504/IJFMD.2011.045598 |
288-297 | A model of stock option pricesZhongjin 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 modelDavid Liu; Lei Zhang DOI: 10.1504/IJFMD.2011.045600 |