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~subject:"Option pricing theory"
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Option pricing theory
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Leisen, Dietmar
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Laurent, Jean-Paul
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Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10001355935
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2
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
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3
On efficient binomial option price approximations
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10000672725
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4
Pricing the American put option : a detailed convergence analysis for binomial models
Leisen, Dietmar
-
1996
Persistent link: https://www.econbiz.de/10000954631
Saved in:
5
Stock evolution under stochastic volatility : a discrete approach
Leisen, Dietmar
- In:
The journal of derivatives : the official publication …
8
(
2000
)
2
,
pp. 9-27
Persistent link: https://www.econbiz.de/10001545160
Saved in:
6
Binomial models for option valuation : examining and improving convergence
Leisen, Dietmar
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 319-346
Persistent link: https://www.econbiz.de/10001217783
Saved in:
7
Pricing the American put option : a detailed convergence analysis for binomial models
Leisen, Dietmar
- In:
Journal of economic dynamics & control
22
(
1998
)
8
,
pp. 1419-1444
Persistent link: https://www.econbiz.de/10001250755
Saved in:
8
The random-time binominal model
Leisen, Dietmar
- In:
Journal of economic dynamics & control
23
(
1999
)
9/10
,
pp. 1355-1386
Persistent link: https://www.econbiz.de/10001415372
Saved in:
9
Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001355949
Saved in:
10
Stock evolution under stochastic volatility : a discrete approach
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001392972
Saved in:
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