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Stochastic Volatility : Option...
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ECONIS (ZBW)
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The pricing of options on assets with stochastic volatilities
Hull, John
;
White, Alan
- In:
Options : classic approaches to pricing and modelling
,
(pp. 323-344)
.
1999
Persistent link: https://www.econbiz.de/10001772463
Saved in:
2
Theory of rational option pricing
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 81-133)
.
1999
Persistent link: https://www.econbiz.de/10001772450
Saved in:
3
Prices of state-contingent claims implicit in option prices
Breeden, Douglas T.
;
Litzenberger, Robert H.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 249-279)
.
1999
Persistent link: https://www.econbiz.de/10001772458
Saved in:
4
The valuation of compound options
Geske, Robert Leonard
- In:
Options : classic approaches to pricing and modelling
,
(pp. 293-312)
.
1999
Persistent link: https://www.econbiz.de/10001772460
Saved in:
5
Option pricing when underlying stock returns are discontinuous
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 157-177)
.
1999
Persistent link: https://www.econbiz.de/10001772453
Saved in:
6
The valuation of options for alternative stochastic processes
Cox, John Carrington
;
Ross, Stephen A.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 179-202)
.
1999
Persistent link: https://www.econbiz.de/10001772454
Saved in:
7
Rational theory of warrant pricing
Samuelson, Paul Anthony
- In:
Options : classic approaches to pricing and modelling
,
(pp. 1- 34)
.
1999
Persistent link: https://www.econbiz.de/10001772446
Saved in:
8
Stochastic
volatility
in interest rates and nonlinearity in velocity
Barnett, William A.
;
Xu, Haiyang
- In:
The theory of monetary aggregation
,
(pp. 274-295)
.
2000
Persistent link: https://www.econbiz.de/10001508715
Saved in:
9
The pricing of options and corporate liabilities
Black, Fischer
;
Scholes, Myron S.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 63-80)
.
1999
Persistent link: https://www.econbiz.de/10001772448
Saved in:
10
On the pricing of corporate debt : the risk structure of interest rates
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 135-155)
.
1999
Persistent link: https://www.econbiz.de/10001772451
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