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Search: subject:"Analytic pricing"
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Option pricing theory
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analytic pricing
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Alfeus, Mesias
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GUO, IVAN
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Finance and Stochastics
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International Journal of Theoretical and Applied Finance (IJTAF)
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Regime switching rough Heston model
Alfeus, Mesias
;
Overbeck, Ludger
-
2018
Persistent link: https://www.econbiz.de/10011778197
Saved in:
2
Pricing barrier options with discrete dividends
Gibson, D. Jason
;
Wingo, Aaron
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011807099
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3
Effective and simple VWAP options pricing model
Buryak, Alexander
;
Guo, Ivan
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010438536
Saved in:
4
EFFECTIVE AND SIMPLE VWAP OPTIONS PRICING MODEL
BURYAK, ALEXANDER
;
GUO, IVAN
- In:
International Journal of Theoretical and Applied …
17
(
2014
)
06
,
pp. 1450036-1
simple gamma process-based model that allows for the exact
analytic
pricing
of VWAP options in a rather straightforward way. …
Persistent link: https://www.econbiz.de/10010933656
Saved in:
5
Basket CDS pricing with interacting intensities
Zheng, Harry
;
Jiang, Lishang
- In:
Finance and Stochastics
13
(
2009
)
3
,
pp. 445-469
Persistent link: https://www.econbiz.de/10005061365
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