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A study on numerical solution of Black-Scholes model
Anwar, Md. Nurul; Andallah, Laek Sazzad - In: Journal of mathematical finance 8 (2018) 2, pp. 372-381
Persistent link: https://www.econbiz.de/10011874785
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First-order calculus and option pricing
Carr, Peter - In: Journal of financial engineering 1 (2014) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
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Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger - 1997
Persistent link: https://www.econbiz.de/10000959999
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Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633272
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Quantitative modeling of derivative securities : from theory to practice
Avellaneda, Marco - 2000
Persistent link: https://www.econbiz.de/10001403079
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Option pricing and implicit volatilities
Jarrow, Robert A. - In: Journal of economic surveys 3 (1989) 1, pp. 59-81
Persistent link: https://www.econbiz.de/10001072609
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Optionsteori för företagsvärdering
Eneroth, Kristina - In: Ekonomisk debatt 15 (1987) 5, pp. 381-387
Persistent link: https://www.econbiz.de/10001040431
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Die finite Differenzen-Methode zur Optionsbewertung bei GARCH-Renditevarianzen
Regensburger, Isolde Katharina - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 42 (1994) 11, pp. 868-871
Persistent link: https://www.econbiz.de/10001172150
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Uncertain parameters, an empirical stochastic volatility model and confidence limits
Wilmott, Paul - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
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Optionsbewertung
Abel, Ulrich - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 37 (1989) 11, pp. 1047-1055
Persistent link: https://www.econbiz.de/10001080613