List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Recursive lower and dual upper bounds for Bermudan-style options European Journal of Operational Research | 2019-09-18 | Paper |
| The optimal method for pricing Bermudan options by simulation Mathematical Finance | 2018-11-02 | Paper |
| Robust pricing of the American put option: a note on Richardson extrapolation and the early exercise premium Management Science | 2012-02-19 | Paper |
| The cross-section of average delta-hedge option returns under stochastic volatility Review of Derivatives Research | 2009-07-10 | Paper |
| Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities Mathematical Finance | 2004-11-16 | Paper |
| scientific article; zbMATH DE number 2065139 (Why is no real title available?) | 2004-05-18 | Paper |
Research outcomes over time
This page was built for person: Alfredo Ibáñez
