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A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan; Radoičić, Radoš - In: International journal of financial engineering 3 (2016) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
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Pricing European options and currency options by time changed mixed fractional Brownian motion with transaction costs
Shokrollahi, Foad; Kılıçman, Adem; Magdziarz, Marcin - In: International journal of financial engineering 3 (2016) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10011532750
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Negative interest rates effects on option pricing : back to basics?
Burro, Giacomo; Giribone, Pier Giuseppe; Ligato, Simone; … - In: International journal of financial engineering 4 (2017) 2/3, pp. 1-27
Persistent link: https://www.econbiz.de/10011778279
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Analytical approximation for spread option pricing in local volatility model
Yang, Ying - In: International journal of financial engineering 4 (2017) 4, pp. 1-17
Persistent link: https://www.econbiz.de/10011807086
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Asymmetries in financial returns
Madan, Dilip B.; Wang, King - In: International journal of financial engineering 4 (2017) 4, pp. 1-37
Persistent link: https://www.econbiz.de/10011807103
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A mean bound financial model and options pricing
Li, Yu - In: International journal of financial engineering 4 (2017) 4, pp. 1-31
Persistent link: https://www.econbiz.de/10011807105
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Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.; Zhu, Anyi - In: International journal of financial engineering 5 (2018) 1, pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
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The source of error behavior for the solution of Black-Scholes PDE by finite difference and finite element methods
Özer, H. Ünsal; Duran, Ahmet - In: International journal of financial engineering 5 (2018) 3, pp. 1-22
Persistent link: https://www.econbiz.de/10011923061
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Fast generation of implied volatility surface : optimize the traditional numerical analysis and machine learning
Yen, Jerome; Chen, Bangren; Wu, KangZahng; Yen, Joseph - In: International journal of financial engineering 8 (2021) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10012662246
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Double barrier American put option pricing under uncertain volatility model
Zaineb, El Kharrazi; Sahar, Saoud; Zouhir, Mahani - In: International journal of financial engineering 8 (2021) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10012662317