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Target volatility option pricing
Di Graziano, Giuseppe; Torricelli, Lorenzo - In: International journal of theoretical and applied finance 15 (2012) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10009562145
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Barrier options
Howison, Sam; Mario Steinberg - 2005
Persistent link: https://www.econbiz.de/10009582368
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Implied volatility index of KOSPI200 : information contents and properties
Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 24-39
Persistent link: https://www.econbiz.de/10009682531
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The impact of return nonformality on exchange options
Li, Minqiang - In: The journal of futures markets 28 (2008) 9, pp. 845-870
Persistent link: https://www.econbiz.de/10003746357
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Pricing two-asset barrier options under stochastic correlation via perturbation
Escobar, Marcos; Götz, Barbara; Neykova, Daniela; … - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-44
Persistent link: https://www.econbiz.de/10011403748
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No-arbitrage bounds on two one-touch options
Tsuzuki, Yukihiro - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-22
Persistent link: https://www.econbiz.de/10011403759
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Closed-form interpolation-based formulas for European call options written on defaultable assets
Orosi, Greg - In: The journal of asset management 16 (2015) 4, pp. 236-242
Persistent link: https://www.econbiz.de/10011413347
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Option pricing with a dynamic fat-tailed model
Aboura, Sofiane; Valeyre, Sebastien; Wagner, Niklas F. - In: Journal of derivatives & hedge funds 20 (2014) 3, pp. 131-155
Persistent link: https://www.econbiz.de/10010462976
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General lower bounds for arithmetic Asian option prices
Albrecher, H.; Mayer, Philipp; Schoutens, W. - In: Applied mathematical finance 15 (2008) 1/2, pp. 123-149
Persistent link: https://www.econbiz.de/10003751123
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Some evidence in the trading and pricing of equity LEAPS
Guo, Weiyu - In: International review of economics & finance : IREF 13 (2004) 4, pp. 407-426
Persistent link: https://www.econbiz.de/10002222904