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Good-deal option price bounds for a non-traded event with stochastic return : a note

Kim, Yong-jin - In: Asia-Pacific financial markets 11 (2004) 2, pp. 135-141

Persistent link: https://www.econbiz.de/10003357633

A new control variate estimator for an Asian option

Kamizono, Kenji; Kariya, Takeaki; Liu, Regina Y.; … - In: Asia-Pacific financial markets 11 (2004) 2, pp. 143-160

Persistent link: https://www.econbiz.de/10003357648

An introduction to options trading

Weert, Frans J. de - 2006

Persistent link: https://www.econbiz.de/10003306103

Index options: Pricing, implied densities, and returns

Boes, Mark-Jan - 2005

Persistent link: https://www.econbiz.de/10003311082

Produktdesign und Semi-Statische Absicherung von Turbo-Zertifikaten

Mahayni, Antje; Suchanecki, Michael - In: Journal of business economics : JBE 76 (2006) 4, pp. 347-372

Persistent link: https://www.econbiz.de/10003311520

A strategic approach to financial options

Bieta, Volker; Broll, Udo; Milde, Hellmuth; Siebe, Wilfried - 2006

To explain the strategic dimension in pricing options, it will be helpful to go back to the heart of the idea behind the concept of an option: options open up the possibility to postpone current decisions to a future point of time. Because of this flexibility additional information and new...