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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of derivatives & hedge funds"
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Search: subject_exact:"Black-Scholes option pricing model"
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Lin, Chien-chih
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Applied economics
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The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
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2
A comparison of pricing and hedging performances of equity derivatives models
Lassance, Nathan
;
Vrins, Frédéric
- In:
Applied economics
50
(
2018
)
10
,
pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
Saved in:
3
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
4
Option smiling when investors' estimates of asset volatility disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
5
Option pricing : very simple formulas
Alghalith, Moawia
- In:
Journal of derivatives & hedge funds
20
(
2014
)
2
,
pp. 71-73
Persistent link: https://www.econbiz.de/10010463001
Saved in:
6
Optimal options pricing and trading : a new theory
Alghalith, Moawia
- In:
Journal of derivatives & hedge funds
17
(
2011
)
3
,
pp. 181-185
Persistent link: https://www.econbiz.de/10009385337
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