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Analytical pricing of American...
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Option pricing theory
44
Optionspreistheorie
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
9
International journal of theoretical and applied finance
8
Computational Management Science : CMS
7
Quantitative finance
4
Trends in mathematical economics : dialogues between Southern Europe and Latin America
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Economic dynamics and sustainable development ; Part 1
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Economic dynamics and sustainable development ; Part 2
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of production economics
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Journal of banking & finance
1
Mathematics in business management : [International Conference on Mathematics in Engineering and Business Management during 9 - 10 March 2012, Chennai, India]
1
The European journal of finance
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ECONIS (ZBW)
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1
American and exotic options in a market with frictions
Junike, Gero
;
Arratia, Argimiro
;
Cabaña, Alejandra
; …
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 179-199
Persistent link: https://www.econbiz.de/10012207193
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2
Skewed Lévy models and implied volatility skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
Saved in:
3
Option pricing in affine generalized Merton models
Bayer, Christian
;
Schoenmakers, John
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 219-239)
.
2016
Persistent link: https://www.econbiz.de/10011800363
Saved in:
4
Discrete-time quadratic hedging of barrier options in exponential Lévy model
Černý, Aleš
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 257-275)
.
2016
Persistent link: https://www.econbiz.de/10011800380
Saved in:
5
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
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6
Volatility information difference between CDS, options, and the cross section of options returns
Guo, Biao
;
Shi, Yukun
;
Xu, Yaofei
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2025-2036
Persistent link: https://www.econbiz.de/10012313548
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7
Upper and lower bounds for convex value functions of derivative contracts
Ben-Ameur, Hatem
;
Frutos, Javier de
;
Fakhfakh, Tarek
; …
- In:
Economic modelling
34
(
2013
),
pp. 69-75
Persistent link: https://www.econbiz.de/10010360612
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8
Financial contagion and asset pricing
Fry-McKibbin, Renée
;
Martin, Vance
;
Tang, Chrismin
- In:
Journal of banking & finance
47
(
2014
),
pp. 296-308
Persistent link: https://www.econbiz.de/10010506952
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9
Developing a multi-period robust optimization model considering American style options
Marzban, Saeed
;
Mahootchi, Masoud
;
Khamseh, Alireza Arshadi
- In:
Mathematics in business management : [International …
,
(pp. 305-320)
.
2015
Persistent link: https://www.econbiz.de/10011488513
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10
Optimal strategies with option compensation under mean reverting returns or volatilities
Herzel, Stefano
;
Nicolosi, Marco
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 47-69
Persistent link: https://www.econbiz.de/10011993415
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