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Path-dependent game options : a lookback case
Guo, Peidong; Chen, Qihong; Guo, Xicai; Fang, Yue - In: Review of derivatives research 17 (2014) 1, pp. 113-124
Persistent link: https://www.econbiz.de/10010519293
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Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme
Chan, Tat Lung; Hubbert, Simon - In: Review of derivatives research 17 (2014) 2, pp. 161-189
Persistent link: https://www.econbiz.de/10010529637
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Analytical pricing of American options
Cheng, Jun; Zhang, Jin E. - In: Review of derivatives research 15 (2012) 2, pp. 157-192
Persistent link: https://www.econbiz.de/10009629059
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On pricing options with stressed-beta in a reduced form model
Kim, Geonwoo; Lim, Hyuncheul; Lee, Sungchul - In: Review of derivatives research 18 (2015) 1, pp. 29-50
Persistent link: https://www.econbiz.de/10011414105
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Optimal exercise of American put options near maturity : a new economic perspective
Battauz, Anna; De Donno, Marzia; Gajda, Janusz; Sbuelz, … - In: Review of derivatives research 25 (2022) 1, pp. 23-46
Persistent link: https://www.econbiz.de/10013191376
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American options and callable bonds under stochastic interest rates and endogenous bankruptcy
Nunes, Joaõ Pedro Vidal - In: Review of derivatives research 14 (2011) 3, pp. 283-332
Persistent link: https://www.econbiz.de/10009349987
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The cross-section of average delta-hedge option returns under stochastic volatility
Ibáñez, Alfredo - In: Review of derivatives research 11 (2008) 3, pp. 205-244
Persistent link: https://www.econbiz.de/10003835031
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Option market making under inventory risk
Stoikov, Sasha; Sağlam, Mehmet - In: Review of derivatives research 12 (2009) 1, pp. 55-79
Persistent link: https://www.econbiz.de/10003851739
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Auto-static for the people : risk-minimizing hedges of barrier options
Siven, Johannes; Poulsen, Rolf - In: Review of derivatives research 12 (2009) 3, pp. 193-211
Persistent link: https://www.econbiz.de/10003882897
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Price discovery in the US stock and stock options markets : a portfolio approach
Holowczak, Richard; Simaan, Yusif E.; Wu, Liuren - In: Review of derivatives research 9 (2006) 1, pp. 37-65
Persistent link: https://www.econbiz.de/10003441188