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A closer look at Black-Scholes option thetas
Emery, Douglas R.; Guo, Weiyu; Su, Tie - In: Journal of economics and finance 32 (2008) 1, pp. 59-74
Persistent link: https://www.econbiz.de/10003710672
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Pricing a European basket option in the presence of proportional transaction costs
Atkinson, Colin; Alexandropoulos, C. A. - In: Applied mathematical finance 13 (2006) 3, pp. 191-214
Persistent link: https://www.econbiz.de/10003383647
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Decomposing and valuing the callable convertible bonds : a new method based on exotic options
Zhou, Qi-yuan (contributor); Wu, Chong-feng (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003526045
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Vinzenz Bronzins Optionspreismodelle in theoretischer und historischer Perspektive
Zimmermann, Heinz; Hafner, Wolfgang - In: Börsen, Banken und Kapitalmärkte : Festschrift für …, (pp. 733-758). 2006
Persistent link: https://www.econbiz.de/10003564473
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A technique for reducing discretization bias from Monte Carlo simulations : option pricing under stochastic interest rates
Lindset, Snorre; Lund, Arne-Christian - In: The European journal of finance 13 (2007) 5/6, pp. 545-564
Persistent link: https://www.econbiz.de/10003570611
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Tools for computational finance
Seydel, Rüdiger - 2006 - 3. ed.
Persistent link: https://www.econbiz.de/10003301721
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Finanzmathematik : die Berechnung des fairen europäischen Call- und Put-Preises anhand des Black-Scholes-Merton-Modells ; Fachbuch Mathematik
Pomberger, Stefan Mathias - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10008653011
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Fractional processes as models in stochastic finance
Bender, Christian; Sottinen, Tommi; Valkeila, Esko - In: Advanced mathematical methods for finance, (pp. 75-103). 2011
Persistent link: https://www.econbiz.de/10008991326
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An elementary introduction to mathematical finance
Ross, Sheldon M. - 2011 - Third edition
Persistent link: https://www.econbiz.de/10009009299
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The Black & Scholes formula and resulting advancements : derivation and interpretation with special focus on the validity of the underlying assumptions
Jäger, Clemens C.; Böckhaus, Christoph F. - 2011
Persistent link: https://www.econbiz.de/10009509408