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Optionen, Futures und andere Derivate ; [Hauptbd.]
Hull, John - 2015 - 9., aktualisierte Aufl.
Persistent link: https://www.econbiz.de/10011373415
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Fundamentals of futures and options markets
Hull, John - 2017 - Ninth edition
Persistent link: https://www.econbiz.de/10011377944
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An introduction to derivatives and risk management
Chance, Don M.; Brooks, Robert - 2016 - 10. ed.
Persistent link: https://www.econbiz.de/10011381328
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Options with extreme strikes
Zhu, Lingjiong - In: Risks : open access journal 3 (2015) 3, pp. 234-249
In this short paper, we study the asymptotics for the price of call options for very large strikes and put options for very small strikes. The stock price is assumed to follow the Black-Scholes models. We analyze European, Asian, American, Parisian and perpetual options and conclude that the...
Persistent link: https://www.econbiz.de/10011300319
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How does investor sentiment affect implied risk-neutral distributions of call and put options?
Szu, Wen-Ming; Wang, Yi-Chen; Yang, Wan-Ru - In: Review of Pacific Basin financial markets and policies 18 (2015) 2, pp. 1-35
Persistent link: https://www.econbiz.de/10011300945
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A generalized approach to optimal hedging with option contracts
Bajo, Emanuele; Barbi, Massimiliano; Romagnoli, Silvia - In: The European journal of finance 21 (2015) 7/9, pp. 714-733
Persistent link: https://www.econbiz.de/10011302047
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Psychology, stock/FX trading and option prices
Beilis, Alan; Dash, Jan W.; Volkman Wise, Jacqueline - In: The journal of behavioral finance : a publication of … 15 (2014) 3, pp. 251-268
Persistent link: https://www.econbiz.de/10011303205
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Local risk-minimization for Lévy markets
Arai, Takuji; Suzuki, Ryoichi - In: International journal of financial engineering 2 (2015) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
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Performance of Black-Scholes model with TSRV estimates
Singh, Shivam; Vipul - In: Managerial finance 41 (2015) 8, pp. 857-870
Persistent link: https://www.econbiz.de/10011336586
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Modelling "Bai Al Arboun" using binomial model
Omrana, Siham; Aboulaich, Rajae; Idrissi, Ali Alami - In: International journal of business 20 (2015) 3, pp. 224-236
Persistent link: https://www.econbiz.de/10011339767