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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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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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Option pricing and hedging in different cyclical structures : a two-dimensional Markov-modulated model
Chen, Son-nan; Hsu, Pao-Peng; Liang, Kuo-yuan - In: The European journal of finance 25 (2019) 8, pp. 762-779
Persistent link: https://www.econbiz.de/10012207028
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The investment policy and the pricing of equity in a levered firm : a re-examination of the "contingent claims" valuation approach
Chesney, Marc; Gibson, Rajna - In: The European journal of finance 5 (1999) 2, pp. 95-107
Persistent link: https://www.econbiz.de/10001439614
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Confined exponential approximations for the valuation of American options
Lee, Jongwoo; Paxson, Dean A. - In: The European journal of finance 9 (2003) 5, pp. 449-474
Persistent link: https://www.econbiz.de/10001885434
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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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The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan - In: The European journal of finance 21 (2015) 4/6, pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
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Pricing European options under a diffusion model with psychological barriers and leverage effect
Song, Shiyu; Wang, Guanying; Wang, Yongjin - In: The European journal of finance 26 (2020) 12, pp. 1184-1206
Persistent link: https://www.econbiz.de/10012264954
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A new closed-form formula for pricing European options under a skew Brownian motion
Zhu, Song-Ping; He, Xin-Jiang - In: The European journal of finance 24 (2018) 10/12, pp. 1063-1074
Persistent link: https://www.econbiz.de/10012244440
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American and exotic options in a market with frictions
Junike, Gero; Arratia, Argimiro; Cabaña, Alejandra; … - In: The European journal of finance 26 (2020) 2/3, pp. 179-199
Persistent link: https://www.econbiz.de/10012207193