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Explicit approximations of multi-asset option prices including Greeks
Börger, Reik H. - In: International Journal of Portfolio Analysis and Management 1 (2014) 4, pp. 314-329
Persistent link: https://www.econbiz.de/10010472815
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On the importance of the traders' rules for pricing options : evidence from intraday data
Kim, Sol; Lee, Changjun - In: Asia-Pacific journal of financial studies 43 (2014) 6, pp. 873-894
Persistent link: https://www.econbiz.de/10010476863
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A simple generalisation of Kirk's approximation for multi-asset spread options by the Lie-Trotter operator splitting method
Lo, Chi-fai - In: Journal of mathematical finance 4 (2014) 3, pp. 178-187
Persistent link: https://www.econbiz.de/10010400107
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Closed-form expansions of discretely monitored Asian options in diffusion models
Cai, Ning; Li, Chenxu; Shi, Chao - In: Mathematics of operations research 39 (2014) 3, pp. 789-822
Persistent link: https://www.econbiz.de/10010402956
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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
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An option pricing analysis of exotic bonus certificates : the case of Bonus Certificates PLUS
Hernández, Rodrigo; Liu, Pu - In: Theoretical economics letters 4 (2014) 5, pp. 331-340
Persistent link: https://www.econbiz.de/10010422847
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A time series approach to option pricing : models, methods and empirical performances
Chorro, Christophe; Guégan, Dominique; Ielpo, Florian - 2015
Persistent link: https://www.econbiz.de/10010458461
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American-type options ; Vol. 2
Silvestrov, Dmitrii - 2015
Persistent link: https://www.econbiz.de/10010498658
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American options with gradual exercise under proportional transaction costs
Roux, Alet; Zastawniak, Tomasz - In: International journal of theoretical and applied finance 17 (2014) 8, pp. 1-36
Persistent link: https://www.econbiz.de/10010498817
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An explicit analytic formula for pricing barrier options with regime switching
Chan, Leunglung; Zhu, Song-Ping - In: Mathematics and financial economics 9 (2015) 1, pp. 29-37
Persistent link: https://www.econbiz.de/10010500699