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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper"
~person:"Labuschagne, Coenraad C. A."
~subject:"Option pricing theory"
~subject:"Stochastic process"
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Option pricing theory
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Labuschagne, Coenraad C. A.
McAleer, Michael
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The North American journal of economics and finance : a journal of financial economics studies
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Dupire's formulas in the Piterbarg option pricing model
Labuschagne, Coenraad C. A.
;
Boetticher, Sven T. von
- In:
The North American journal of economics and finance : a …
38
(
2016
),
pp. 148-162
Persistent link: https://www.econbiz.de/10011673354
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2
Pricing exotic options using the Wang transform
Labuschagne, Coenraad C. A.
;
Offwood, Theresa M.
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 139-150
Persistent link: https://www.econbiz.de/10009779326
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3
Arbitrage-free implied volatility surfaces for options on single stock futures
Kotzé, Antonie
;
Labuschagne, Coenraad C. A.
;
Nair, …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 380-399
Persistent link: https://www.econbiz.de/10010367577
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