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~subject:"Option pricing theory"
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Option pricing theory
Optionspreistheorie
3
Theorie
3
Theory
3
Option trading
2
Optionsgeschäft
2
Analysis of variance
1
Barrier options
1
Black and Scholes model
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Measurement
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Messung
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Risiko
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Risk
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partial differential equations
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Hui, Cho H.
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Lo, C. F.
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Yuen, P. H.
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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Pricing barrier options with square root process
Lo, C. F.
;
Yuen, P. H.
;
Hui, Cho H.
- In:
International journal of theoretical and applied finance
4
(
2001
)
5
,
pp. 805-818
Persistent link: https://www.econbiz.de/10001612240
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2
Option risk measurement with time-dependent parameters
Lo, C. F.
;
Yuen, P. H.
;
Hui, Cho H.
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 581-589
Persistent link: https://www.econbiz.de/10001524491
Saved in:
3
Constant elasticity of variance option pricing model with time-dependent parameters
Lo, C. F.
;
Yuen, P. H.
;
Hui, Cho H.
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 661-674
Persistent link: https://www.econbiz.de/10001526858
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