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Option pricing for the transformed-binomial class
Câmara, António; Chung, San-Lin - In: The journal of futures markets 26 (2006) 8, pp. 759-787
Persistent link: https://www.econbiz.de/10003353584
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Two counters of jumps
Câmara, António - In: Journal of banking & finance 33 (2009) 3, pp. 456-463
Persistent link: https://www.econbiz.de/10003807620
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Earnings-based bonus compensation
Câmara, António - In: The financial review : the official publication of the … 44 (2009) 4, pp. 469-488
Persistent link: https://www.econbiz.de/10003899941
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The Black-Scholes legacy : closed-form option pricing models
Câmara, António - In: Financial derivatives : pricing and risk management, (pp. 387-404). 2010
Persistent link: https://www.econbiz.de/10003920436
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A new simple square root option pricing model
Câmara, António; Wang, Yaw-huei - In: The journal of futures markets 30 (2010) 11, pp. 1007-1025
Persistent link: https://www.econbiz.de/10008900941
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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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Displaced jump-diffusion option valuation
Câmara, António; Krehbiehl, Tim; Li, Weiping - In: The journal of derivatives : the official publication … 17 (2009/10) 2, pp. 41-58
Persistent link: https://www.econbiz.de/10003925808
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FX risk-neutral valuation relationships for the S u jump-diffusion family
Câmara, Ana; Câmara, António; Popova, Ivilina; … - In: International journal of finance & economics : IJFE 16 (2011) 4, pp. 339-356
Persistent link: https://www.econbiz.de/10009508891
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Expected returns, risk premia, and volatility surfaces implicit in option market prices
Câmara, António; Krehbiel, Timothy L.; Li, Weiping - In: Journal of banking & finance 35 (2011) 1, pp. 215-230
Persistent link: https://www.econbiz.de/10009244419
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Comment on "A new simple square root option pricing model"
Kim, Hwa-sung; Kang, Jangkoo; Shin, Jeongwoo - In: The journal of futures markets 32 (2012) 2, pp. 191-198
Persistent link: https://www.econbiz.de/10009487021