Narrow search
Showing 1 - 10 of 49
Cover Image
Closed-form valuation of American call options on stocks paying multiple dividends
Cassimon, Danny; Engelen, Peter-Jan; Thomassen, L.; Van … - In: Finance research letters 4 (2007) 1, pp. 33-48
Persistent link: https://www.econbiz.de/10003442062
Cover Image
A note on a barrier exchange option : the world's simplest option formula?
Lindeset, Snorre; Persson, Svein-Arne - In: Finance research letters 3 (2006) 3, pp. 207-211
Persistent link: https://www.econbiz.de/10003374040
Cover Image
A jump-diffusion approach to modelling vulnerable option pricing
Xu, Weidong; Xu, Weijun; Li, Hongyi; Xiao, Weilin - In: Finance research letters 9 (2012) 1, pp. 48-56
Persistent link: https://www.econbiz.de/10009575333
Cover Image
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
Onan, Mustafa; Altay-Salih, Aslihan; Yasar, Burze - In: Finance research letters 11 (2014) 4, pp. 454-462
Persistent link: https://www.econbiz.de/10011300430
Cover Image
Barrier option pricing for exchange rates under the Levy-HJM processes
Hsu, Pao-peng; Chen, Ying-hsiu - In: Finance research letters 9 (2012) 3, pp. 176-181
Persistent link: https://www.econbiz.de/10009628110
Cover Image
Pricing American options under the constant elasticity of variance model : an extension of the method by Barone-Adesi and Whaley
Ballestra, Luca Vincenzo; Cecere, Liliana - In: Finance research letters 14 (2015), pp. 45-55
Persistent link: https://www.econbiz.de/10011552594
Cover Image
The pricing of embedded lease options
Amédée-Manesme, Charles-Olivier; Des Rosiers, François; … - In: Finance research letters 15 (2015), pp. 215-220
Persistent link: https://www.econbiz.de/10011553205
Cover Image
The critical stock price for the American put option
Chung, Y. Peter; Johnson, Herbert; Polimenis, Vassilis - In: Finance research letters 8 (2011) 1, pp. 8-14
Persistent link: https://www.econbiz.de/10009272379
Cover Image
Valuation of catastrophe equity put options with correlated default risk and jump risk
Bi, Hongwei; Wang, Guanying; Wang, Xingchun - In: Finance research letters 29 (2019), pp. 323-329
Persistent link: https://www.econbiz.de/10012419135
Cover Image
Volatility discovery : can the CDS market beat the equity options market?
Forte, Santiago; Lovreta, Lidija - In: Finance research letters 28 (2019), pp. 107-111
Persistent link: https://www.econbiz.de/10012388022