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On pricing options with stressed-beta in a reduced form model
Kim, Geonwoo; Lim, Hyuncheul; Lee, Sungchul - In: Review of derivatives research 18 (2015) 1, pp. 29-50
Persistent link: https://www.econbiz.de/10011414105
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Option pricing : very simple formulas
Alghalith, Moawia - In: Journal of derivatives & hedge funds 20 (2014) 2, pp. 71-73
Persistent link: https://www.econbiz.de/10010463001
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The valuation of option contracts subject to counterparty risk
Sturn, Raphael Christian Benedikt - 2019
Persistent link: https://www.econbiz.de/10012173134
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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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Mathematical finance : theory, modeling, implementation
Fries, Christian - 2007
Persistent link: https://www.econbiz.de/10003433292
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Einführung in die numerische Berechnung von Finanz-Derivaten : computational finance ; mit 4 Tabellen und 36 Übungsaufgaben
Seydel, Rüdiger - 2000
Persistent link: https://www.econbiz.de/10001452649
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Computational methods in finance
Hirsa, Ali - 2013
Persistent link: https://www.econbiz.de/10009632516
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Asian and Australian options : a common perspective
Ewald, Christian-Oliver; Menkens, Olaf; Ting, Sai Hung … - In: Journal of economic dynamics & control 37 (2013) 5, pp. 1001-1018
Persistent link: https://www.econbiz.de/10009738291
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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