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Loss functions in option valuation : a framework for selection
Bams, Dennis; Lehnert, Thorsten; Wolff, Christiaan … - In: Management science : journal of the Institute for … 55 (2009) 5, pp. 853-862
Persistent link: https://www.econbiz.de/10003860372
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Asymptotic normality for EMS option price estimator with continuous or discontinuous payoff functions
Yuan, Zhushun; Chen, Gemai - In: Management science : journal of the Institute for … 55 (2009) 8, pp. 1438-1450
Persistent link: https://www.econbiz.de/10003885452
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On the number of state variables in options pricing
Li, Gang; Zhang, Chu - In: Management science : journal of the Institute for … 56 (2010) 11, pp. 2058-2075
Persistent link: https://www.econbiz.de/10008748056
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Option pricing for a jump-diffusion model with general discrete jump-size distributions
Fu, Michael; Li, Bingqing; Li, Guozhen; Wu, Rongwen - In: Management science : journal of the Institute for … 63 (2017) 11, pp. 3961-3977
Persistent link: https://www.econbiz.de/10011772831
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Generalized Cox-Ross-Rubinstein binomial models
Chung, San-Lin; Shih, Pai-Ta - In: Management science : journal of the Institute for … 53 (2007) 3, pp. 508-520
Persistent link: https://www.econbiz.de/10003451629
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Unspanned stochastic volatility in affine models : evidence from eurodollar futures and options
Bikbov, Ruslan; Chernov, Mikhail - In: Management science : journal of the Institute for … 55 (2009) 8, pp. 1292-1305
Persistent link: https://www.econbiz.de/10003885380
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Valuing modularity as a real option
Gamba, Andrea; Fusari, Nicola - In: Management science : journal of the Institute for … 55 (2009) 11, pp. 1877-1896
Persistent link: https://www.econbiz.de/10003909226
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The behavior of risk and market prices of risk over the Nasdaq bubble period
Bakshi, Gurdip S.; Wu, Liuren - In: Management science : journal of the Institute for … 56 (2010) 12, pp. 2251-2264
Persistent link: https://www.econbiz.de/10008809519
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Dirichlet bridge sampling for the variance gamma process : pricing path-dependent options
Kaishev, Vladimir K.; Dimitrova, Dimitrina S. - In: Management science : journal of the Institute for … 55 (2009) 3, pp. 483-496
Persistent link: https://www.econbiz.de/10003876494
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Monte Carlo bounds for game options including convertible bonds
Beveridge, Christopher; Joshi, Mark S. - In: Management science : journal of the Institute for … 57 (2011) 5, pp. 960-974
Persistent link: https://www.econbiz.de/10009153860