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Modeling, pricing and risk management of power derivatives
Wilhelm, Martina (contributor) - 2007
Persistent link: https://www.econbiz.de/10003645214
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The British Asian option
Glover, Kristoffer; Peskir, Goran; Samee, Farman - 2009
Persistent link: https://www.econbiz.de/10003857528
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Calibrating arbitrage free implied volatility surface with embedded put-call parity
Dutta, Tridibesh; Ghosh, Alankar - In: Decision 37 (2010) 1, pp. 57-72
Persistent link: https://www.econbiz.de/10008657235
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Cross-listed cross-currency assets and arbitrage with forwards and options
Ghosh, Dilip K.; Ghosh, Dipasri; Bhatnagar, Chandra Shekhar - In: Global finance journal 21 (2010) 1, pp. 98-110
Persistent link: https://www.econbiz.de/10008990273
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International tax arbitrage, currency options and put-call parity conditions
Strobel, Frank - In: Journal of international financial markets, … 22 (2012) 3, pp. 473-486
Persistent link: https://www.econbiz.de/10009623551
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Arbitrage illustrated by option models
Sebehela, Tumellano - In: International journal of financial markets and derivatives 3 (2012) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10009756401
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An application of the put-call-parity to variance reduced Monte-Carlo option pricing
Müller, Armin - 2016
Persistent link: https://www.econbiz.de/10011479909
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On the upper bound of a call option
Handley, John C. - In: Review of derivatives research 8 (2005) 2, pp. 85-95
Persistent link: https://www.econbiz.de/10003177140
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Selected problems in financial mathematics
Ekström, Erik - 2004
Persistent link: https://www.econbiz.de/10002805302
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Market expectations and option prices : techniques and applications ; with 13 tables
Mandler, Martin - 2003
Persistent link: https://www.econbiz.de/10001746869