Derivatives: the tools that changed finance.

MaRDI QIDQ3412525zbMATH OpenFDO

Authors Phelim Boyle, Feidhlim Boyle

Publication date 21 December 2006

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

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(7)

• Derivatives
• Geometric Asian options pricing under the double Heston stochastic volatility model with stochastic interest rate
• Financial valuation of guaranteed minimum withdrawal benefits
• scientific article; zbMATH DE number 2070435 (Why is no real title available?)
• Pricing electricity day-ahead cap futures with multifactor skew-t densities
• Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions
• Prices and sensitivities of Asian options: A survey

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