11 results
A simple European option pricing formula with a skew Brownian motion – ERRATUM
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
- Published online by Cambridge University Press:
- 16 February 2023, p. 226
-
- Article
-
- You have access
- Open access
- HTML
- Export citation
A simple European option pricing formula with a skew Brownian motion
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 4 / October 2023
- Published online by Cambridge University Press:
- 29 November 2022, pp. 1029-1034
-
- Article
-
- You have access
- HTML
- Export citation
VOLATILITY SWAPS VALUATION UNDER A MODIFIED RISK-NEUTRALIZED HESTON MODEL WITH A STOCHASTIC LONG-RUN VARIANCE LEVEL
- Part of
-
- Journal:
- The ANZIAM Journal / Volume 64 / Issue 3 / July 2022
- Published online by Cambridge University Press:
- 26 September 2022, pp. 250-263
-
- Article
- Export citation
In vivo study of a reserved atrial septal puncture area patent foramen ovale occluder
-
- Journal:
- Cardiology in the Young / Volume 33 / Issue 9 / September 2023
- Published online by Cambridge University Press:
- 06 September 2022, pp. 1581-1586
-
- Article
- Export citation
EDITORIAL: SPECIAL ISSUE ON FINANCIAL MATHEMATICS AND QUANTITATIVE FINANCE
-
- Journal:
- The ANZIAM Journal / Volume 63 / Issue 2 / April 2021
- Published online by Cambridge University Press:
- 23 September 2021, pp. 101-103
-
- Article
-
- You have access
- HTML
- Export citation
AN ANALYTICAL APPROXIMATION FORMULA FOR THE PRICING OF CREDIT DEFAULT SWAPS WITH REGIME SWITCHING
- Part of
-
- Journal:
- The ANZIAM Journal / Volume 63 / Issue 2 / April 2021
- Published online by Cambridge University Press:
- 02 September 2021, pp. 143-162
-
- Article
- Export citation
A SEMI-ANALYTICAL PRICING FORMULA FOR EUROPEAN OPTIONS UNDER THE ROUGH HESTON-CIR MODEL
- Part of
-
- Journal:
- The ANZIAM Journal / Volume 61 / Issue 4 / October 2019
- Published online by Cambridge University Press:
- 06 March 2020, pp. 431-445
-
- Article
- Export citation
An auto-combustion synthesis and luminescence properties of polyhedral YVO4: Ln3+ (Ln = Eu, Sm, Yb/Er, Yb/Tm) microcrystals
-
- Journal:
- Journal of Materials Research / Volume 34 / Issue 21 / 14 November 2019
- Published online by Cambridge University Press:
- 14 October 2019, pp. 3636-3644
- Print publication:
- 14 November 2019
-
- Article
- Export citation
Pricing European options with stochastic volatility under the minimal entropy martingale measure
-
- Journal:
- European Journal of Applied Mathematics / Volume 27 / Issue 2 / April 2016
- Published online by Cambridge University Press:
- 20 October 2015, pp. 233-247
-
- Article
- Export citation
Study of Cu–In–Ga precursor for Cu(In,Ga)Se2 thin film prepared by the two-stage process
-
- Journal:
- Journal of Materials Research / Volume 27 / Issue 20 / 28 October 2012
- Published online by Cambridge University Press:
- 11 July 2012, pp. 2639-2643
- Print publication:
- 28 October 2012
-
- Article
- Export citation
Efficacy of combined treatment with albendazole and baicalein against eosinophilic meningitis induced by Angiostrongylus cantonensis in mice
-
- Journal:
- Journal of Helminthology / Volume 85 / Issue 1 / March 2011
- Published online by Cambridge University Press:
- 29 June 2010, pp. 92-99
-
- Article
- Export citation