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Optionspreistheorie
Taylor series
17
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Derivation and application of some fractional black-scholes equations driven by fractional G-Brownian motion
Guo, Changhong
;
Fang, Shaomei
;
He, Yong
- In:
Computational economics
61
(
2023
)
4
,
pp. 1681-1705
Persistent link: https://www.econbiz.de/10014327122
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2
Approximate analytic solution for Asian options with stochastic volatility
Lin, Chung-Gee
;
Chang, Chia-Chang
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667176
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3
An exact and explicit implied volatility inversion formula
Xia, Yuxuan
;
Cui, Zhenyu
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011923068
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