Pricing Derivative Securities
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Cited by:
- Sadayuki Ono, 2007. "Option Pricing under Stochastic Volatility and Trading Volume," Discussion Papers 07/05, Department of Economics, University of York.
- Harrar, Solomon W. & Seneta, Eugene & Gupta, Arjun K., 2006. "Duality between matrix variate t and matrix variate V.G. distributions," Journal of Multivariate Analysis, Elsevier, vol. 97(6), pages 1467-1475, July.
Book Chapters
The following chapters of this book are listed in IDEAS- T. W. Epps, 2000. "Introduction And Overview," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 1, pages 1-19, World Scientific Publishing Co. Pte. Ltd..
- T. W. Epps, 2000. "Mathematical Preparation," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 2, pages 21-91, World Scientific Publishing Co. Pte. Ltd..
- T. W. Epps, 2000. "Tools For Continuous-Time Models," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 3, pages 93-137, World Scientific Publishing Co. Pte. Ltd..
- T. W. Epps, 2000. "Dynamics-Free Pricing," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 4, pages 141-176, World Scientific Publishing Co. Pte. Ltd..
- T. W. Epps, 2000. "Pricing Under Bernoulli Dynamics," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 5, pages 177-255, World Scientific Publishing Co. Pte. Ltd..
- T. W. Epps, 2000. "Black-Scholes Dynamics," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 6, pages 257-298, World Scientific Publishing Co. Pte. Ltd..
- T. W. Epps, 2000. "American Options And ‘Exotics’," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 7, pages 299-375, World Scientific Publishing Co. Pte. Ltd..
- T. W. Epps, 2000. "Models With Uncertain Volatility," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 8, pages 377-409, World Scientific Publishing Co. Pte. Ltd..
- T. W. Epps, 2000. "Discontinuous Processes," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 9, pages 411-453, World Scientific Publishing Co. Pte. Ltd..
- T. W. Epps, 2000. "Interest-Rate Dynamics," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 10, pages 455-480, World Scientific Publishing Co. Pte. Ltd..
- T. W. Epps, 2000. "Simulation," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 11, pages 483-512, World Scientific Publishing Co. Pte. Ltd..
- T. W. Epps, 2000. "SOLVING P.D.E.s NUMERICALLY," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 12, pages 513-531, World Scientific Publishing Co. Pte. Ltd..
- T. W. Epps, 2000. "Programs," World Scientific Book Chapters, in: Pricing Derivative Securities, chapter 13, pages 533-660, World Scientific Publishing Co. Pte. Ltd..
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Keywords
Arbitrage; Calls; Swaps; Finance; Futures; Hedging; Martingales; Options; P.D.E.S; Puts;All these keywords.
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