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Multiple rescindable options and their pricing
Dokučaev, Nikolaj G. - In: International journal of theoretical and applied finance 12 (2009) 4, pp. 545-575
Persistent link: https://www.econbiz.de/10003879107
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Continuously controlled options : derivatives with added flexibility
Dokučaev, Nikolaj G. - In: International journal of theoretical and applied finance 16 (2013) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10009725089
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Option pricing via maximization over uncertainty and correction of volatility smile
Dokučaev, Nikolaj G. - In: International journal of theoretical and applied finance 14 (2011) 4, pp. 507-524
Persistent link: https://www.econbiz.de/10009269369