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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
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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
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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
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Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen; Kutrolli, Gleda; Stefani, Silvana - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
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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
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Hedging European derivatives with the polynomial variance swap under uncertain volatility environments
Takahashi, Akihiko; Tsuzuki, Yukihiro; Yamazaki, Akira - In: International journal of theoretical and applied finance 14 (2011) 4, pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
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Worst-case scenarios for American options
Buff, Robert - In: International journal of theoretical and applied finance 3 (2000) 1, pp. 25-58
Persistent link: https://www.econbiz.de/10001488348
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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
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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
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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