Browsing byAuthorEl-Hassan, N
Showing results 1 to 6 of 6
Issue Date | Title | Author(s) |
1999-09-01 | Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions | Chiarella, C; El-Hassan, N; Kucera, A |
2008-01 | The evaluation of discrete barrier options in a path integral framework | Chiarella, C; El-Hassan, N; Kucera, A; Kontoghiorghes, E; Rustem, B; Winker, P |
2007-01 | Hedging Diffusion Processes by Local Risk Minimization with Applications to Index Tracking | Colwell, D; El-Hassan, N; Kwon, O |
2003-12-01 | An Implementation of Bouchouev's Method for a Short Time Calibration of Option Pricing Models | Chiarella, C; Craddock, M; El-Hassan, N |
2017-06-01 | The valuation of self-funding instalment warrants | Dewynne, JN; El-Hassan, N |
2021-06-01 | Variance minimizing strategies for stochastic processes with applications to tracking stock indices | Colwell, DB; El-Hassan, N; Kwon, OK |