Narrow search
Showing 1 - 10 of 581
Cover Image
Expansion formulas for bivariate payoffs with application to best-of options on equity and inflation
Gobet, Emmanuel; Hok, Julien - In: International journal of theoretical and applied finance 17 (2014) 2, pp. 1-32
Persistent link: https://www.econbiz.de/10010363919
Cover Image
Volatility derivatives and model-free implied leverage
Fukasawa, Masaaki - In: International journal of theoretical and applied finance 17 (2014) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10010363969
Cover Image
Target volatility option pricing
Di Graziano, Giuseppe; Torricelli, Lorenzo - In: International journal of theoretical and applied finance 15 (2012) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10009562145
Cover Image
Pricing two-asset barrier options under stochastic correlation via perturbation
Escobar, Marcos; Götz, Barbara; Neykova, Daniela; … - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-44
Persistent link: https://www.econbiz.de/10011403748
Cover Image
The valuation of self-funding instalment warrants
Dewynne, Jeff N.; Hassan, Nadima el - In: International journal of theoretical and applied finance 20 (2017) 4, pp. 1-48
Persistent link: https://www.econbiz.de/10011687010
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
Monotonicity in the volatility of single-barrier option prices
Eriksson, Jonatan - In: International journal of theoretical and applied finance 9 (2006) 6, pp. 987-996
Persistent link: https://www.econbiz.de/10003380317
Cover Image
Prices of barrier and first-touch digital options in Lévy-driven models, near barrier
Boyarchenko, Mitya; Innocentis, Marco de; Levendorskij, … - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 1045-1090
Persistent link: https://www.econbiz.de/10009407673
Cover Image
American options with gradual exercise under proportional transaction costs
Roux, Alet; Zastawniak, Tomasz - In: International journal of theoretical and applied finance 17 (2014) 8, pp. 1-36
Persistent link: https://www.econbiz.de/10010498817
Cover Image
Pricing of perpetual American options in a model with partial information
Gapeev, Pavel V. - In: International journal of theoretical and applied finance 15 (2012) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10009562132