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Valuing American options by least-squares randomized quasi-Monte Carlo methods
Wu, Xin-Yu; Zhou, Hai-Lin; Wang, Shouyang - In: Journal of financial engineering 1 (2014) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10010508081
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Optimal accelerated share repurchases
Jaimungal, S.; Kinzebulatov, D.; Rubisov, D. H. - In: Applied mathematical finance 24 (2017) 3/4, pp. 216-245
Persistent link: https://www.econbiz.de/10011815227
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Subsidized put options as alternatives to price supports
Glauber, Joseph W.; Miranda, Mario J. - 1989
Persistent link: https://www.econbiz.de/10000875928
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Stock index volatility expectations implied by call options premia
Rindell, Krister - 1989
Persistent link: https://www.econbiz.de/10000126342
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Option trading
Merrifield, Lewis B. (contributor) - 1974
Persistent link: https://www.econbiz.de/10000534207
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Implied risk-neutral probability density functions from option prices : theory and application
Bahra, Bhupinder - 1997
Persistent link: https://www.econbiz.de/10000654569
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Implied volatility in option prices and the lead-lag relation between stock and option prices
Boyle, Phelim P.; Park, Hun Y. - 1994
Persistent link: https://www.econbiz.de/10000952926
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Stock options and chief executive officer compensation
Yermack, David L. - 1994
Persistent link: https://www.econbiz.de/10000957610
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Options
Kolb, Robert W. - 1997 - 3. ed
Persistent link: https://www.econbiz.de/10000962346