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~isPartOf:"Quantitative finance"
~subject:"Option Pricing"
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1
Variance reduction techniques of importance sampling Monte Carlo methods for pricing options
Zhao, Qiang
;
Liu, Guo
;
Gu, Guiding
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 431-436
Persistent link: https://www.econbiz.de/10010239518
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2
Generalized option betas
Husmann, Sven
;
Todorova, Neda
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010239545
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3
Some explicitly solvable SABR and multiscale SABR models : option pricing and calibration
Fatone, Lorella
;
Mariani, Francesca
;
Recchioni, Maria …
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 10-32
Persistent link: https://www.econbiz.de/10010240231
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4
The role of collateral in credit markets
Atta-Mensah, Joseph
- In:
Journal of mathematical finance
5
(
2015
)
4
,
pp. 315-327
Persistent link: https://www.econbiz.de/10011438563
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5
A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
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6
An approach of price process, risk measures and European option pricing taking into account the rating
Tadmon, Calvin
;
Njike-Tchaptchet, Eric Rostand
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 306-333
Persistent link: https://www.econbiz.de/10012545718
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7
Equal risk pricing of derivatives with deep hedging
Carbonneau, Alexandre
;
Godin, Frédéric
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 593-608
Persistent link: https://www.econbiz.de/10012483841
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8
A comparison study of ADI and LOD methods on option pricing models
Bagheri, Neda
;
Haghighi, Hassan Karnameh
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 275-290
Persistent link: https://www.econbiz.de/10011673885
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9
Analysis of cross-correlations in emerging markets using random matrix theory
Urama, Thomas Chinwe
;
Ezepue, Patrick Oseloka
;
Nnanwa, …
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 291-307
Persistent link: https://www.econbiz.de/10011673890
Saved in:
10
Application of fast N-body algorithm to option pricing under CGMY model
Sakuma, Takayuki
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 308-318
Persistent link: https://www.econbiz.de/10011673900
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