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Options on normal underlyings with an application to the pricing or survivor swaptions
Dawson, Paul; Dowd, Kevin; Cairns, Andrew; Blake, David - In: The journal of futures markets 29 (2009) 8, pp. 757-774
Persistent link: https://www.econbiz.de/10003900592
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Alternative tilts for nonparametric option pricing
Haley, M. Ryan; Walker, Todd B. - In: The journal of futures markets 30 (2010) 10, pp. 983-1006
Persistent link: https://www.econbiz.de/10008900930
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A new simple square root option pricing model
Câmara, António; Wang, Yaw-huei - In: The journal of futures markets 30 (2010) 11, pp. 1007-1025
Persistent link: https://www.econbiz.de/10008900941
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Closed-form option pricing formulas with extreme events
Câmara, António; Heston, Steven L. - In: The journal of futures markets 28 (2008) 3, pp. 213-230
Persistent link: https://www.econbiz.de/10003699314
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Valuing stock options when prices are subject to a lower boundary
Veestraeten, Dirk - In: The journal of futures markets 28 (2008) 3, pp. 231-247
Persistent link: https://www.econbiz.de/10003699316
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Path-dependent currency options with mean reversion
Wong, Hoi Ying; Lau, Ka Yung - In: The journal of futures markets 28 (2008) 3, pp. 275-293
Persistent link: https://www.econbiz.de/10003699322
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Reply to a comment on "A new simple square root option pricing model"
Wang, Yaw-huei - In: The journal of futures markets 32 (2012) 2, pp. 199-202
Persistent link: https://www.econbiz.de/10009487020
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Comment on "A new simple square root option pricing model"
Kim, Hwa-sung; Kang, Jangkoo; Shin, Jeongwoo - In: The journal of futures markets 32 (2012) 2, pp. 191-198
Persistent link: https://www.econbiz.de/10009487021
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Options on troubled stock
Câmara, António; Popova, Ivilina; Simkins, Betty J. - In: The journal of futures markets 34 (2014) 7, pp. 637-657
Persistent link: https://www.econbiz.de/10010507943
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Nonparametric American option pricing
Alcock, Jamie; Carmichael, Trent - In: The journal of futures markets 28 (2008) 8, pp. 717-748
Persistent link: https://www.econbiz.de/10003746342