Factor models for option pricing
Year of publication: |
2012
|
---|---|
Authors: | Carr, Peter ; Madan, Dilip B. |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 19.2012, 4, p. 319-329
|
Subject: | Optionspreistheorie | Option pricing theory | USA | United States | Theorie | Theory | CAPM |
-
Option hedging using empirical pricing kernels
Rosenberg, Joshua V., (1997)
-
Pricing CDOs with a smile : the local correlation model
Turc, Julien, (2009)
-
Indifference pricing of defaultable claims
Bielecki, Tomasz R., (2009)
- More ...
-
Saddlepoint methods for option pricing
Carr, Peter, (2010)
-
Self-decomposability and option pricing
Carr, Peter, (2007)
-
Markets, profits, capital, leverage and return
Carr, Peter, (2011)
- More ...