Pricing models with social influence

Comparative analysis of option pricing models with mean revertion, jumps and stochastic...

Proposal of models for pricing options embedded in retirement insurance polices in...

Analysis of Vasicek and Black-Derman-Toy models for dynamic hedging pricing of interest...

Comparison of methods for estimation of asset pricing models

A pricing methodology for exotic swaps for multivariate derivatives

Reuse of random numbers in Monte Carlo simulation for pricing a portfolio of exotic...

Asset pricing with skewness and kurtosis: testing co-moments with panel data

Rational pricing of projects with flexibility and exogenous uncertainty: one real...

Discrete pricing model of interest rate derivatives with jumps due to the decisions...