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Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger - 1997
Persistent link: https://www.econbiz.de/10000959999
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Is economics performative? : Option theory and the construction of derivatives markets
MacKenzie, Donald A. - In: Journal of the history of economic thought 28 (2006) 1, pp. 29-55
Persistent link: https://www.econbiz.de/10003327231
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Option pricing
Kallsen, Jan - In: Handbook of financial time series, (pp. 599-613). 2009
Persistent link: https://www.econbiz.de/10003834189
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Mathematical finance : theory, modeling, implementation
Fries, Christian - 2007
Persistent link: https://www.econbiz.de/10003433292
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Monte Carlo techniques in pricing and using derivatives
Marshall, Cara M. - In: Financial derivatives : pricing and risk management, (pp. 425-440). 2010
Persistent link: https://www.econbiz.de/10003920439
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No more replicating portfolios : a simple convex combination to understand the risk-neutral valuation method for the multi-step binomial valuation of a call option
Mercken, Roger; Motmans, Lisette; Houben, Ghislain - In: EuroEconomica (2010) 1, pp. 63-70
Persistent link: https://www.econbiz.de/10008697872
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Building a boundary object : the evolution of financial risk management
Millo, Yuval (contributor); Mackkenzie, Donald (contributor) - 2007
Persistent link: https://www.econbiz.de/10003594371
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Volatility trading
Sinclair, Euan Fraser Fitzpatrick - 2008
Persistent link: https://www.econbiz.de/10003676946
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Construction and interpretation of model-free implied volatility
Andersen, Torben; Bondarenko, Oleg - 2007
Persistent link: https://www.econbiz.de/10003556632
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An empirical analysis of Black-Scholes Option Model with specific reference to IT stock options
Panduranga, V. - In: GITAM journal of management : a quarterly publication … 13 (2015) 2, pp. 218-225
Persistent link: https://www.econbiz.de/10011398439