Narrow search
Showing 71 - 80 of 11,061
Cover Image
Accelerated trinomial trees applied to American basket options and American options under the Bates model
O'Sullivan, Conall; O'Sullivan, Stephen - In: The journal of computational finance 19 (2016) 4, pp. 29-72
Persistent link: https://www.econbiz.de/10011603176
Cover Image
The forward smile in local-stochastic volatility models
Mazzon, Andrea; Pascucci, Andrea - In: The journal of computational finance 20 (2016/2017) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10011689675
Cover Image
Capital structure effects on the prices of equity call options
Geske, Robert Leonard; Subrahmanyam, Avanidhar; Zhou, Yi - In: Journal of financial economics 121 (2016) 2, pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Cover Image
Barndorff-Nielsen and Shephard model : oil hedging with variance swap and option
SenGupta, Indranil; Wilson, William W.; Nganje, William - In: Mathematics and financial economics 13 (2019) 2, pp. 209-226
Persistent link: https://www.econbiz.de/10012055793
Cover Image
Smiling twice : the Heston++ model
Pacati, Claudio; Pompa, Gabriele; Renò, Roberto - In: Journal of banking & finance 96 (2018), pp. 185-206
Persistent link: https://www.econbiz.de/10011967200
Cover Image
On American VIX options under the generalized 3/2 and 1/2 models
Detemple, Jérôme B.; Kitapbayev, Yerkin - In: Mathematical finance : an international journal of … 28 (2018) 2, pp. 550-581
Persistent link: https://www.econbiz.de/10011969085
Cover Image
A general framework for pricing Asian options under stochastic volatility on parallel architecture
Corsaro, Stefania; Kyriakou, Ioannis; Marazzina, Daniele; … - In: European journal of operational research : EJOR 272 (2019) 3, pp. 1082-1095
Persistent link: https://www.econbiz.de/10011942796
Cover Image
Optimal delta hedging for options
Hull, John; White, Alan - In: Journal of banking & finance 82 (2017), pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
Cover Image
A unified approach to Bermudan and barrier options under stochastic volatility models with jumps
Kirkby, J. Lars; Nguyen, Duy; Cui, Zhenyu - In: Journal of economic dynamics & control 80 (2017), pp. 75-100
Persistent link: https://www.econbiz.de/10011817629
Cover Image
General lattice methods for arithmetic Asian options
Gambaro, Anna Maria; Kyriakou, Ioannis; Fusai, Gianluca - In: European journal of operational research : EJOR 282 (2020) 3, pp. 1185-1199
Persistent link: https://www.econbiz.de/10012161893