Narrow search
Showing 1 - 10 of 45,846
Cover Image
The impact of portfolio re-financing on Black-Scholes call option valuation
Versluis, Cokki; Hillegers, Tom - In: Applied financial economics letters 2 (2006) 4, pp. 261-263
Persistent link: https://www.econbiz.de/10003351951
Cover Image
Asset pricing in the early twentieth century
Moore, Lyndon C. - 2006
Persistent link: https://www.econbiz.de/10003908181
Cover Image
Variational methods in derivatives pricing
Feng, Liming; Kovalov, Pavlo; Linetsky, Vadim; … - In: Financial engineering, (pp. 301-342). 2008
Persistent link: https://www.econbiz.de/10003567137
Cover Image
CAPM option pricing
Husmann, Sven; Todorova, Neda - In: Finance research letters 8 (2011) 4, pp. 213-219
Persistent link: https://www.econbiz.de/10009425849
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
Pricing a European option in a black-scholes quanto market when stock price is a semimartingale
Offen, E. R.; Lungu, E. M. - In: Journal of mathematical finance 5 (2015) 3, pp. 286-303
Persistent link: https://www.econbiz.de/10011438535
Cover Image
Option smiling when investors' estimates of asset volatility disagree
Lin, Chien-chih - In: Applied economics 46 (2014) 31/33, pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Cover Image
The performance of skewness and kurtosis adjusted option pricing model in emerging markets : a case of Turkish derivatives market
Alp, Ozge Sezgin - In: International journal of finance & banking studies : JJFBS 5 (2016) 3, pp. 70-84
Persistent link: https://www.econbiz.de/10011448750
Cover Image
Pricing two-asset barrier options under stochastic correlation via perturbation
Escobar, Marcos; Götz, Barbara; Neykova, Daniela; … - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-44
Persistent link: https://www.econbiz.de/10011403748