Narrow search
Showing 1 - 10 of 592
Cover Image
The value of being lucky : option backdating and nondiversifiable risk
Henderson, Vicky; Sun, Jia; Whalley, A. Elizabeth - In: International journal of theoretical and applied finance 24 (2021) 4, pp. 1-26
Persistent link: https://www.econbiz.de/10012652678
Cover Image
An implied volatility model determined by credit default swaps
Heider, Pascal - In: International journal of theoretical and applied finance 15 (2012) 7, pp. 1-21
Persistent link: https://www.econbiz.de/10009685890
Cover Image
Effective and simple VWAP options pricing model
Buryak, Alexander; Guo, Ivan - In: International journal of theoretical and applied finance 17 (2014) 6, pp. 1-13
Persistent link: https://www.econbiz.de/10010438536
Cover Image
Options written on stocks with known dividends
Ekström, Erik; Tysk, Johan - In: International journal of theoretical and applied finance 7 (2004) 7, pp. 901-907
Persistent link: https://www.econbiz.de/10002420743
Cover Image
A correlated stochastic volatility model measuring leverage and other stylized facts
Masoliver, Jaume; Perelló, Josep - In: International journal of theoretical and applied finance 5 (2002) 5, pp. 541-562
Persistent link: https://www.econbiz.de/10001687146
Cover Image
The early exercise premium in American options by using nonparametric regressions
Li, Weiping; Chen, Su - In: International journal of theoretical and applied finance 21 (2018) 7, pp. 1-29
Persistent link: https://www.econbiz.de/10011956935
Cover Image
A top-down approach for the multiple exercises and valuation of employee stock options
Leung, Tim; Zhou, Yang - In: International journal of theoretical and applied finance 23 (2020) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10012270937
Cover Image
Conditional Monte Carlo scheme for stable greeks of worst-of autocallable notes
Rakhmonov, Firuz; Rakhmonov, Parviz - In: International journal of theoretical and applied finance 22 (2019) 6, pp. 1-13
Persistent link: https://www.econbiz.de/10012153309
Cover Image
Sensitivities of Asian options in the black-scholes model
Pirjol, Dan; Zhu, Lingjiong - In: International journal of theoretical and applied finance 21 (2018) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10011846502
Cover Image
Computation of Greeks for jump-diffusion models
Eddahbi, M'hamed; Cherif, Sidi Mohamed Lalaoui Ben; … - In: International journal of theoretical and applied finance 18 (2015) 6, pp. 1-30
Persistent link: https://www.econbiz.de/10011403918