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How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann - In: Finance research letters 21 (2017), pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
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Evaluating the performance of portfolios with options
Sheedy, Elizabeth A.; Trevor, Robert G. - 1996
Persistent link: https://www.econbiz.de/10000960644
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Instalment options: a closed-form solution and the limiting case
Griebsch, Susanne; Kühn, Christoph; Wystup, Uwe - In: Mathematical control theory and finance, (pp. 211-229). 2008
Persistent link: https://www.econbiz.de/10003755610
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A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin; Zanette, Antonino - In: Decisions in economics and finance : DEF ; a journal of … 31 (2008) 1, pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
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An efficient binomial method for pricing American options
Gaudenzi, Marcellino; Pressacco, Flavio - In: Decisions in economics and finance : DEF ; a journal of … 26 (2003) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10003837087
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Information quality and options
Vanden, Joel M. - In: The review of financial studies 21 (2008) 6, pp. 2635-2676
Persistent link: https://www.econbiz.de/10003805104
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Handelsstrategien mit Mindestgarantien : eine analytische Beschreibung
Balder, Sven (contributor) - 2009
Persistent link: https://www.econbiz.de/10003825504
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Mean square error for the Leland-Lott hedging strategy
Gamys, Moussa; Kabanov, Jurij M. - In: Recent advances in financial engineering : proceedings …, (pp. 1-25). 2009
Persistent link: https://www.econbiz.de/10003871153
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Alternative formulas to compute implied standard deviation
Ang, James S.; Jou, Gwoduan David; Lai, Tsong-yue - In: Review of Pacific Basin financial markets and policies 12 (2009) 2, pp. 159-176
Persistent link: https://www.econbiz.de/10003871567
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Unifying exotic option closed formulas
Esquível, Manuel L.; Veiga, Carlos; Wystup, Uwe - 2010
This paper aims to unify exotic option closed formulas by generalizing a large class of existing formulas and by setting a framework that allows for further generalizations. The formula presented covers options from the plain vanilla to most, if not all, mountain range exotic options and is...
Persistent link: https://www.econbiz.de/10008649405