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Introduction to option pricing...
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Option pricing theory
81
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81
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Paxson, Dean A.
4
Chen, Son-nan
3
Dunis, Christian
3
Wang, Xingchun
3
Anderluh, J. H. M.
2
Ballotta, Laura
2
Brandão, Luiz Eduardo Teixeira
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2
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1
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Conference of the Portuguese Finance Network <4, 2006, Porto>
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The European journal of finance
SpringerLink / Bücher
843
International journal of theoretical and applied finance
468
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392
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278
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262
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Special issue: Selection of papers from the 4th Conference of the Portuguese Finance Network : 6th - 8th July 2006, Porto
Rocha Armada, Manuel da
(
contributor
)
-
Conference of the Portuguese Finance Network <4, 2006, …
- In:
The European journal of finance
15.2009,1/2
(
2009
)
Persistent link: https://www.econbiz.de/10004952636
Saved in:
2
What a delta hedge really does : a theoretical and pedagogical note
Howell, Sydney D.
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 33-47
Persistent link: https://www.econbiz.de/10003744671
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3
Commodity volatility modelling and option pricing with a potential function approach
Anderluh, J. H. M.
;
Borovkova, Svetlana
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 91-113
Persistent link: https://www.econbiz.de/10003744733
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4
Pricing Parisians and barriers by hitting time simulation
Anderluh, J. H. M.
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 137-156
Persistent link: https://www.econbiz.de/10003744737
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5
On the dangers of a simplistic American option simulation valuation method
Areal, Nelson
;
Rodrigues, Artur
- In:
The European journal of finance
16
(
2010
)
3/4
,
pp. 373-379
Persistent link: https://www.econbiz.de/10003996410
Saved in:
6
On the numerical evaluation of option prices in jump diffusion processes
Carr, Peter
;
Mayo, Anita
- In:
The European journal of finance
13
(
2007
)
3/4
,
pp. 353-372
Persistent link: https://www.econbiz.de/10003550397
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7
Skew Brownian motion and pricing European options
Corns, T. R. A.
;
Satchell, Stephen
- In:
The European journal of finance
13
(
2007
)
5/6
,
pp. 523-544
Persistent link: https://www.econbiz.de/10003570605
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8
A technique for reducing discretization bias from Monte Carlo simulations : option pricing under stochastic interest rates
Lindset, Snorre
;
Lund, Arne-Christian
- In:
The European journal of finance
13
(
2007
)
5/6
,
pp. 545-564
Persistent link: https://www.econbiz.de/10003570611
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9
A generalization of the formulas for options on the maximum or the minimum of several assets
Lindset, Snorre
- In:
The European journal of finance
12
(
2006
)
8
,
pp. 717-730
Persistent link: https://www.econbiz.de/10003396191
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10
Monte Carlo methods for pricing discrete Parisian options
Bernard, Carole
;
Boyle, Phelim P.
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 169-196
Persistent link: https://www.econbiz.de/10009155447
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