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Basic black-scholes : option pricing and trading
Crack, Timothy Falcon - 2009 - rev. 2. ed.
Persistent link: https://www.econbiz.de/10008842568
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Optimal importance sampling with explicit formulas in continuous time
Guasoni, Paolo; Robertson, Scott - In: Finance and stochastics 12 (2008) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10003592542
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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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Closed-form option pricing formulas with extreme events
Câmara, António; Heston, Steven L. - In: The journal of futures markets 28 (2008) 3, pp. 213-230
Persistent link: https://www.econbiz.de/10003699314
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Valuing stock options when prices are subject to a lower boundary
Veestraeten, Dirk - In: The journal of futures markets 28 (2008) 3, pp. 231-247
Persistent link: https://www.econbiz.de/10003699316
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Path-dependent currency options with mean reversion
Wong, Hoi Ying; Lau, Ka Yung - In: The journal of futures markets 28 (2008) 3, pp. 275-293
Persistent link: https://www.econbiz.de/10003699322
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Volatility trading
Sinclair, Euan Fraser Fitzpatrick - 2008
Persistent link: https://www.econbiz.de/10003676946
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Options on normal underlyings
Dawson, Paul; Blake, David; Cairns, Andrew; Dowd, Kevin - 2007
Persistent link: https://www.econbiz.de/10003583418
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Spanning tests for options using principal components methods
Hansen, Charlotte S.; Tuypens, Bjorn E. - In: Applied financial economics 17 (2007) 7/9, pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
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Discrete hedging of American-type options using local risk minimization
Coleman, Thomas F.; Levchenkov, Dmitriy; Li, Yuying - In: Journal of banking & finance 31 (2007) 11, pp. 3398-3419
Persistent link: https://www.econbiz.de/10003577412