图书简介

Mean Square Error for the Leland?Lott Hedging Strategy (M Gamys & Y Kabanov); Variance Reduction for MC/QMC Methods to Evaluate Option Prices (J-P Fouque et al.); Estimation of the Local Volatility of Discount Bonds Using Market Quotes for Coupon-Bond Options (H Fujiwara et al.); Real Options in a Duopoly Market with General Volatility Structure (M Kijima & T Shibata); Arbitrage Pricing Under Transaction Costs: Continuous Time (E Denis); Leland?s Approximations for Concave Pay-off Functions (E Denis); Option Pricing Based on Geometric Stable Processes and Minimal Entropy Martingale Measures (Y Miyahara & N Moriwaki); The Impact of Momentum Trading on the Market Price and Trades (K Nishide); Investment Game with Debt Financing (M Nishihara & T Shibata); The Valuation of Callable Financial Commodities with Two Stopping Boundaries (K Sawaki et al.); Statistical Properties of Covariance Estimator of Microstructure Noise: Dependence, Rare Jumps and Endogeneity (M Ubukata & K Oya); Quanto Pre-washing for Jump Diffusion Models (H Y Wong & K Y Lau).

Trade Policy 买家须知