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Analysis of the nonlinear option pricing model under variable transaction costs
Ševčovič, Daniel; Žitňanská, Magdaléna - In: Asia-Pacific financial markets 23 (2016) 2, pp. 153-174
Persistent link: https://www.econbiz.de/10011619901
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An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko; Yamada, Toshihiro - In: Asia-Pacific financial markets 23 (2016) 4, pp. 337-373
Persistent link: https://www.econbiz.de/10011619975
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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
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Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário; Kord, Yaser; Ševčovič, … - In: Asia-Pacific financial markets 24 (2017) 4, pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
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An asymptotic expansion approach to pricing financial contingent claims
Takahashi, Akihiko - In: Asia-Pacific financial markets 6 (1999) 2, pp. 115-151
Persistent link: https://www.econbiz.de/10001449307
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Evaluation of the Asian option by the dual martingale measure
Shirakawa, Hiroshi - In: Asia-Pacific financial markets 6 (1999) 2, pp. 183-194
Persistent link: https://www.econbiz.de/10001449324
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Option pricing under stochastic interest rates : an empirical investigation
Kim, Yong-jin - In: Asia-Pacific financial markets 9 (2002) 1, pp. 23-44
Persistent link: https://www.econbiz.de/10001722346
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Comparison of Black-Scholes formula with fractional Black-Scholes formula in the foreign exchange option market with changing volatility
Meng, Li; Wang, Mei - In: Asia-Pacific financial markets 17 (2010) 2, pp. 99-111
Persistent link: https://www.econbiz.de/10009237122
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The instantaneous volatility and the implied volatility surface for a generalized black-scholes model
Takaoka, Koichiro; Futami, Hidenori - In: Asia-Pacific financial markets 17 (2010) 4, pp. 391-436
Persistent link: https://www.econbiz.de/10009237752
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Edokko options : a new framework of barrier options
Fujita, Takahiko; Miura, Ryozo - In: Asia-Pacific financial markets 9 (2002) 2, pp. 141-151
Persistent link: https://www.econbiz.de/10001758329