Narrow search
Showing 41 - 50 of 482,022
Cover Image
Conjoint analysis of option and volatility models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar - In: Journal of emerging market finance 14 (2015) 3, pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Cover Image
Closed-form interpolation-based formulas for European call options written on defaultable assets
Orosi, Greg - In: The journal of asset management 16 (2015) 4, pp. 236-242
Persistent link: https://www.econbiz.de/10011413347
Cover Image
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
Cover Image
Forward equations for option prices in semimartingale models
Bentata, Amel; Cont, Rama - In: Finance and stochastics 19 (2015) 3, pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Cover Image
Further evidence on pricing Indian stock call options using Black-Scholes option pricing model
Nagendran, R.; Venkateswar, Sankaran - In: Research bulletin / The Institute of Cost Accountants … 39 (2014), pp. 185-195
Persistent link: https://www.econbiz.de/10011420273
Cover Image
It only takes a few moments to hedge options
Barletta, Andrea; Santucci de Magistris, Paolo; Sloth, David - In: Journal of economic dynamics & control 100 (2019), pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Cover Image
On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan - In: Decision making and risk/return optimization in …, (pp. 229-251). 2019
Persistent link: https://www.econbiz.de/10012134802
Cover Image
Testing the performance of Black and Scholes pricing model in the Indian options market
Sharma, Sonal - In: Mudra : journal of finance and accounting 5 (2018) 1, pp. 18-34
Persistent link: https://www.econbiz.de/10011981105
Cover Image
Private valuation of compensation stock options
Cueto, Diego C. - In: Economía coyuntural : revista de temas de conyunctura … 2 (2017) 2, pp. 1-30
Persistent link: https://www.econbiz.de/10012023014
Cover Image
Closed-form solution for the critical stock price and the price of perpetual American call options via the improved Mellin transforms
Fadugba, Sunday Emmanuel; Nwozo, Chuma Raphael - In: International journal of financial markets and derivatives 6 (2018) 4, pp. 269-286
Persistent link: https://www.econbiz.de/10011996903