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Average interest
Chacko, George; Das, Sanjiv R. - 1997
Persistent link: https://www.econbiz.de/10000630555
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Fast and accurate pricing of discretely monitored barrier options by numerical path integration
Skaug, Christian; Naess, Arvid - In: Computational economics 30 (2007) 2, pp. 143-151
Persistent link: https://www.econbiz.de/10003702548
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Construction and interpretation of model-free implied volatility
Andersen, Torben; Bondarenko, Oleg - 2007
Persistent link: https://www.econbiz.de/10003556632
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Efficient high-order numerical methods for pricing of options
Hajipour, Mojtaba; Malek, Alaeddin - In: Computational economics 45 (2015) 1, pp. 31-47
Persistent link: https://www.econbiz.de/10010511343
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Utility-based pricing, timing and hedging of an American call option under an incomplete market with partial information
Song, Dandan; Yang, Zhaojun - In: Computational economics 44 (2014) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10010396234
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A robust nNumerical scheme for pricing American options under regime switching based on penalty method
Zhang, K.; Teo, Kok Lay; Swartz, M. - In: Computational economics 43 (2014) 4, pp. 463-483
Persistent link: https://www.econbiz.de/10010396243
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A modified least-squares simulation approach to value American barrier options
Zhang, Lihua; Zhang, Weiguo; Xu, Weijun; Shi, Xiang - In: Computational economics 44 (2014) 4, pp. 489-506
Persistent link: https://www.econbiz.de/10010489859
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A highly accurate finite element method to price discrete double barrier options
Golbabai, A.; Ballestra, L. V.; Ahmadian, D. - In: Computational economics 44 (2014) 2, pp. 153-173
Persistent link: https://www.econbiz.de/10010438023
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Demand-based option pricing
Garleanu, Nicolae; Pedersen, Lasse Heje; Poteshman, Allen M. - 2005
Persistent link: https://www.econbiz.de/10003240184
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Too-Systemic-To-Fail : What Option Markets Imply About Sector-Wide Government Guarantees
Kelly, Bryan T. - 2011
Investors in option markets price in a substantial collective government bailout guarantee in the financial sector, which puts a floor on the equity value of the financial sector as a whole, but not on the value of the individual firms. The guarantee makes put options on the financial sector...
Persistent link: https://www.econbiz.de/10013123683