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Official website: http://www-2.rotman.utoronto.ca/~hull/ifom/index.html

Cited In (22)

• Downside risks in EU carbon and fossil fuel markets
• Weak Galerkin finite element method for valuation of American options
• Stochastic volatility models and the pricing of VIX options
• Multi-dimensional Legendre wavelets approach on the Black-Scholes and Heston Cox Ingersoll Ross equations
• A fast numerical method for the valuation of American lookback put options
• EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS
• Jumping hedges on the strength of the Mellin transform
• Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts
• Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach
• Estimating default barriers from market information
• A new elementary geometric approach to option pricing bounds in discrete time models
• Predicting DAX trends from Dow Jones data by methods of the mathematical theory of democracy
• KapSyn
• Efficient calculation of the Greeks for exponential Lévy processes: an application of measure valued differentiation
• Front-fixing FEMs for the pricing of American options based on a PML technique
• On a mixture vector autoregressive model
• Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option
• Projection and contraction method for the valuation of American options
• Option pricing with heavy-tailed distributions of logarithmic returns
• Options strategies with the risk adjustment
• An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics
• Stochastically weighted stochastic dominance concepts with an application in capital budgeting

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