纪念马克·鲁宾斯坦

M. Brenner, E. Derman, R. Jarrow, Eric S. Reiner
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引用次数: 0

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1.梅纳赫姆·布伦纳2。Emanuel Derman3。Robert Jarrow4。Eric Reiner 1。要订购这篇文章的转载,请通过d.Rowe联系David Rowe{at}pageantmedia.com或646-891-2157。衍生品界的偶像马克·鲁宾斯坦最近去世了,但他
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Remembering Mark Rubinstein
1. Menachem Brenner 2. Emanuel Derman 3. Robert Jarrow 4. Eric Reiner 1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157. An icon of the derivatives world, Mark Rubinstein, passed away recently, but his immense
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0.00%
发文量
11
审稿时长
24 weeks
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Lattice Approach for Option Pricing under Lévy Processes Caplets/Floorlets with Backward-Looking Risk-Free Rates under the One- and Two-Factor Hull-White Models Editor’s Letter Vol, Skew, and Smile Trading Option Valuation with Nonmonotonic Pricing Kernel and Embedded Volatility Component Premiums
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