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Equilibrium option pricing : a Monte Carlo approach
Buchner, Axel - In: Finance research letters 15 (2015), pp. 138-145
Persistent link: https://www.econbiz.de/10011553023
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How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann - In: Finance research letters 21 (2017), pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
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Comparison of utility indifference pricing and mean-variance approach under a normal mixture distribution with time-varying volatility
Hodoshima, Jiro; Yamawake, Toshiyuki - In: Finance research letters 28 (2019), pp. 74-81
Persistent link: https://www.econbiz.de/10012388014
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A general method for valuing complex capital structures
Borochin, Paul; Kopeliovich, Yaacov; Shea, Kevin - In: Finance research letters 35 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012438435
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Stochastic volatility models for the implied correlation index : evidence, properties and pricing
Escobar, Marcos; Lin, Fang - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438998
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Attainability of European path-independent claims in incomplete markets
Branger, Nicole; Esser, Angelika; Schlag, Christian - In: Finance research letters 1 (2004) 3, pp. 190-195
Persistent link: https://www.econbiz.de/10003307291
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Does commodity hedging with derivatives reduce stock price volatility?
Wang, Ningli; Zhou, Qichong - In: Finance research letters 50 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10014245392
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CAPM option pricing
Husmann, Sven; Todorova, Neda - In: Finance research letters 8 (2011) 4, pp. 213-219
Persistent link: https://www.econbiz.de/10009425849
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Analytical valuation of power exchange options with default risk
Xu, Guangli; Shao, Xinjian; Wang, Xingchun - In: Finance research letters 28 (2019), pp. 265-274
Persistent link: https://www.econbiz.de/10012388320
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Credit-implied forward volatility and volatility expectations
Byström, Hans N. E. - In: Finance research letters 16 (2016), pp. 132-138
Persistent link: https://www.econbiz.de/10011655141