Taylor expansion for derivative securities pricing as a precondition for strategic market decisions
Year of publication: |
2018
|
---|---|
Authors: | Burtnyak, Ivan ; Malytska, Anna |
Published in: |
Problems and perspectives in management : PPM ; international research journal. - Sumy : Business Perspectives, ISSN 1727-7051, ZDB-ID 2464229-0. - Vol. 16.2018, 1, p. 224-231
|
Subject: | pricing strategy | price dynamics management | European options | profitability | volatility | Preismanagement | Pricing strategy | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Volatilität | Volatility | Optionsgeschäft | Option trading |
-
Index options and volatility derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan, (2018)
-
Wessels, Sebastian, (2021)
-
Pricing of an index-linked swaption
Henjes, Katja, (2000)
- More ...
-
Burtnyak, Ivan, (2017)
-
Spectral study of options based on CEV model with multidimensional volatility
Burtnyak, Ivan, (2018)
-
Burtnyak, Ivan, (2017)
- More ...