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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
MPRA Paper
563
International journal of theoretical and applied finance
532
Economics Bulletin
422
International Game Theory Review (IGTR)
385
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1
Estimating option-implied risk-neutral densities : a novel parametric approach
Orosi, Greg
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10011399802
Saved in:
2
Pricing complex barrier options under general diffusion processes
Tian, Yisong Sam
- In:
The journal of derivatives : the official publication …
7
(
2000
)
2
,
pp. 11-30
Persistent link: https://www.econbiz.de/10001497762
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3
Constructing binominal trees from multiple implied probability distributions
Brown, Gregory
;
Toft, Klaus Bjerre
- In:
The journal of derivatives : the official publication …
7
(
2000
)
2
,
pp. 83-100
Persistent link: https://www.econbiz.de/10001497772
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4
Impact of net buying pressure on changes in implied volatility : before and after the onset of the subprime crisis
Shiu, Yung-ming
;
Pan, Ging-ginq
;
Lin, Shu-hui
;
Wu, Tu-cheng
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 54-66
Persistent link: https://www.econbiz.de/10003985513
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5
On the pricing of power and other polynomial options
Macovschi, Stefan
;
Quittard-Pinon, François
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 61-71
Persistent link: https://www.econbiz.de/10003346507
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6
Barrier option pricing using adjusted transition probabilities
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Theal, John
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
2
,
pp. 36-53
Persistent link: https://www.econbiz.de/10003795257
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7
Pricing Parisian options by generating functions
Li, Bing-qing
;
Zhao, Hai-jian
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 72-81
Persistent link: https://www.econbiz.de/10003862827
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8
Analytical valuation of barrier interest rate options under market models
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
1
,
pp. 21-37
Persistent link: https://www.econbiz.de/10003892315
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9
Barrier options on spot LIBOR rates under multi-factor Gaussian HJM model
Nunes, Joaõ Pedro Vidal
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 61-81
Persistent link: https://www.econbiz.de/10003379130
Saved in:
10
Closed-form approximations for spread option prices and greeks
Li, Minqiang
;
Deng, Shi-jie
;
Zhou, Jieyun
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 58-80
Persistent link: https://www.econbiz.de/10003673361
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