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On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael; Fadugba, Sunday Emmanuel - In: Journal of mathematical finance 5 (2015) 2, pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
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The valuation of compound options : a correction and an extension
Chen, Ren-Raw; He, Wei - In: The journal of derivatives : the official publication … 22 (2015) 4, pp. 92-104
Persistent link: https://www.econbiz.de/10011399781
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Equivalent martingale measure in Asian geometric average option pricing
Zhu, Yonggang - In: Journal of mathematical finance 4 (2014) 4, pp. 304-308
Persistent link: https://www.econbiz.de/10011312412
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European compound options written on perpetual American options
Barone, Gaia - In: The journal of derivatives : the official publication … 20 (2012) 3, pp. 61-74
Persistent link: https://www.econbiz.de/10009725348
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The simulation of European call options' sensitivity based on black-scholes option formula
Cui, Yujie; Yu, Baoli - In: Journal of mathematical finance 2 (2012) 3, pp. 264-268
Persistent link: https://www.econbiz.de/10009711970
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Recent developments in fuzzy sets approach in option pricing
Appadoo, Srimantoorao S.; Thavaneswaran, Aerambamoorthy - In: Journal of mathematical finance 3 (2013) 2, pp. 312-322
Persistent link: https://www.econbiz.de/10010239557
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Super-diffusive noise source in asset dynamics
Hongler, Max-Olivier - In: Journal of mathematical finance 3 (2013) 1, pp. 53-58
Persistent link: https://www.econbiz.de/10010240227
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A simple method to price window reset options
Hsiao, Yi-long - In: Journal of mathematical finance 3 (2013) 1, pp. 96-102
Persistent link: https://www.econbiz.de/10010240821
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On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi; Xu, Zheng - In: Journal of econometrics 179 (2014) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
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Hermite polynomial based expansion of European option prices
Xiu, Dacheng - In: Journal of econometrics 179 (2014) 2, pp. 158-177
Persistent link: https://www.econbiz.de/10010372651