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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Finance research letters"
~person:"Klebaner, Fima C."
~person:"Yor, Marc"
~source:"econis"
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Search: subject_exact:"Black-Scholes option pricing model"
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Klebaner, Fima C.
Yor, Marc
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Asia-Pacific financial markets
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ECONIS (ZBW)
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Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon
Madan, Dilip B.
;
Roynette, B.
;
Yor, Marc
- In:
Asia-Pacific financial markets
15
(
2008
)
2
,
pp. 97-115
Persistent link: https://www.econbiz.de/10003796203
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2
Option prices as probabilities
Madan, Dilip B.
;
Roynette, B.
;
Yor, Marc
- In:
Finance research letters
5
(
2008
)
2
,
pp. 79-87
Persistent link: https://www.econbiz.de/10003751294
Saved in:
3
Estimation and prediction of a non-constant volatility
Abramov, Vyacheslav M.
;
Klebaner, Fima C.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003609524
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