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Black-Scholes option pricing model
Račev, Svetlozar T.; Menn, Christian; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765707
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Accuracy and reliability considerations of option pricing algorithms
Kwok, Yue-Kuen; Lau, Ka-wo - In: The journal of futures markets 21 (2001) 10, pp. 875-903
Persistent link: https://www.econbiz.de/10001613564
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Financial markets with no riskless (safe) asset
Račev, Svetlozar T.; Stoyanov, Stoyan V.; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 20 (2017) 8, pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
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Options with multiple reset rights
Dai, Min; Kwok, Yue-Kuen; Wu, Li Xin - In: International journal of theoretical and applied finance 6 (2003) 6, pp. 637-653
Persistent link: https://www.econbiz.de/10001794275
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Knock-in American options
Dai, Min; Kwok, Yue-Kuen - In: The journal of futures markets 24 (2004) 2, pp. 179-192
Persistent link: https://www.econbiz.de/10001905050
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The valuation of warrants : implementing a new approach
Schwartz, Eduardo S. - In: Options : classic approaches to pricing and modelling, (pp. 217-231). 1999
Persistent link: https://www.econbiz.de/10001772456
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Mathematical models of financial derivatives : with 2 tables
Kwok, Yue-Kuen - 1998
Persistent link: https://www.econbiz.de/10000628948
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Interest rate options and related products
Fabozzi, Frank J.; Mann, Steven V.; Choudhry, Moorad - 2008
Persistent link: https://www.econbiz.de/10003763595
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Using the lattice model to value bonds with embedded options, floaters, options, and caps/floors
Fabozzi, Frank J.; Kalotay, Andrew J.; Dorigan, Michael - 2008
Persistent link: https://www.econbiz.de/10003765587
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Introduction to the pricing of futures/forwards and options
Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765704