Narrow search
Showing 11 - 20 of 160,347
Cover Image
Exploring option pricing and hedging via volatility asymmetry
Casas, Isabel; Veiga, Helena - In: Computational economics 57 (2021) 4, pp. 1015-1039
Persistent link: https://www.econbiz.de/10012543248
Cover Image
First-order calculus and option pricing
Carr, Peter - In: Journal of financial engineering 1 (2014) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Cover Image
Option pricing
Jarrow, Robert A.; Rudd, Andrew - 1983
Persistent link: https://www.econbiz.de/10000065976
Cover Image
The impact of portfolio re-financing on Black-Scholes call option valuation
Versluis, Cokki; Hillegers, Tom - In: Applied financial economics letters 2 (2006) 4, pp. 261-263
Persistent link: https://www.econbiz.de/10003351951
Cover Image
Option pricing
Kallsen, Jan - In: Handbook of financial time series, (pp. 599-613). 2009
Persistent link: https://www.econbiz.de/10003834189
Cover Image
Construction and interpretation of model-free implied volatility
Andersen, Torben; Bondarenko, Oleg - 2007
Persistent link: https://www.econbiz.de/10003556632
Cover Image
An empirical analysis of Black-Scholes Option Model with specific reference to IT stock options
Panduranga, V. - In: GITAM journal of management : a quarterly publication … 13 (2015) 2, pp. 218-225
Persistent link: https://www.econbiz.de/10011398439
Cover Image
Forward equations for option prices in semimartingale models
Bentata, Amel; Cont, Rama - In: Finance and stochastics 19 (2015) 3, pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Cover Image
An introduction to derivatives and risk management
Chance, Don M.; Brooks, Robert - 2016 - 10. ed.
Persistent link: https://www.econbiz.de/10011381328
Cover Image
Options with extreme strikes
Zhu, Lingjiong - In: Risks : open access journal 3 (2015) 3, pp. 234-249
, Parisian and perpetual options and conclude that the tail asymptotics for these option types fall into four scenarios. …
Persistent link: https://www.econbiz.de/10011300319