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Counterparty credit risk and American options
Klein, Peter; Yang, Jun - In: The journal of derivatives : the official publication … 20 (2013) 4, pp. 7-21
Persistent link: https://www.econbiz.de/10009760552
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A general accurate approximation for pricing and hedging basket options with exact moment matching
Wu, Feifan; Diao, Xundi; Wu, Chongfeng - In: The journal of derivatives : the official publication … 26 (2019) 3, pp. 68-86
Persistent link: https://www.econbiz.de/10012306166
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Extracting risk-neutral density and its moments from American option prices
Tian, Yisong Sam - In: The journal of derivatives : the official publication … 18 (2011) 3, pp. 17-34
Persistent link: https://www.econbiz.de/10008986624
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An energy market modeling approach for valuing real options
Uhrig-Homburg, Marliese; Unger, Nils - In: The journal of derivatives : the official publication … 25 (2017) 1, pp. 71-86
Persistent link: https://www.econbiz.de/10011931533
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Derivatives markets in Brazil : an overview
Braga, Bruno Saturnino - In: The journal of derivatives : the official publication … 4 (1996) 1, pp. 63-78
Persistent link: https://www.econbiz.de/10001207621
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Option spread and combination trading
Chaput, J. Scott; Ederington, Louis H. - In: The journal of derivatives : the official publication … 10 (2003) 4, pp. 70-88
Persistent link: https://www.econbiz.de/10001781773
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Directional trading across stock limit order book and options markets
Wang, Qin - In: The journal of derivatives : the official publication … 24 (2016) 2, pp. 88-97
Persistent link: https://www.econbiz.de/10011687337
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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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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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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