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Stochastic process
Option pricing theory
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real options valuation
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valoración de opciones
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ACCOUNTING AUDITING AND ACCOUNTABILITY
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AbaOud, Mohammed A.
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International journal of theoretical and applied finance
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Valuation of options under a constant elasticity of variance process and stochastic volatility
AbaOud, Mohammed A.
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1301-1307
Persistent link: https://www.econbiz.de/10012608648
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Lower bound approximation to basket option values for local volatility jump-diffusion models
Xu, Guoping
;
Zheng, Harry
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010363942
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