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~subject:"Black-Scholes-Modell"
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Black-Scholes-Modell
Option pricing theory
58
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variance gamma
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variance gamma model
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Variance
Gamma
process in the option pricing model
Drahokoupil, Jakub
-
2021
Persistent link: https://www.econbiz.de/10012493120
Saved in:
2
Some pricing tools for the
variance
gamma
model
Aguilar, Jean-Philippe
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012271024
Saved in:
3
Local
variance
gamma
revisited
Falck, Markus
;
Deryabin, Mikhail
- In:
The journal of computational finance
22
(
2018
)
2
,
pp. 73-99
Persistent link: https://www.econbiz.de/10011976666
Saved in:
4
Asymmetries in financial returns
Madan, Dilip B.
;
Wang, King
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011807103
Saved in:
5
Computing Greeks for Lévy models : the fourier transform approach
Olivera, Federico de
;
Mordecki, Ernesto
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 99-121)
.
2016
Persistent link: https://www.econbiz.de/10011800675
Saved in:
6
A new type of barrier options : lizard option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
7
A comparison of delta hedging under two price distribution assumptions by likelihood ratio
Cao, Lingyan
;
Guo, Zheng-feng
- In:
The international journal of business and finance …
6
(
2012
)
1
,
pp. 25-34
Persistent link: https://www.econbiz.de/10009389689
Saved in:
8
Prices of barrier and first-touch digital options in Lévy-driven models, near barrier
Boyarchenko, Mitya
;
Innocentis, Marco de
;
Levendorskij, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1045-1090
Persistent link: https://www.econbiz.de/10009407673
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