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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
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The option trader handbook : strategies and trade adjustments
Jabbour, George M.; Budwick, Philip H. - 2010 - 2nd ed.
Persistent link: https://www.econbiz.de/10003887773
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A defaultable callable bond pricing model
Hua, David; Chou, Heng-chih; Wang, David - In: Investment management and financial innovations 6 (2009) 3, pp. 54-62
Persistent link: https://www.econbiz.de/10003919413
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Option strategies
Mayhew, Stewart - In: Financial derivatives : pricing and risk management, (pp. 503-524). 2010
Persistent link: https://www.econbiz.de/10003920449
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Option volatility & pricing : advanced trading strategies and techniques
Natenberg, Sheldon - 1994
Persistent link: https://www.econbiz.de/10003975867
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Handbook of quantitative finance and risk management ; Vol. 2
Lee, Cheng F. (contributor) - 2010
Persistent link: https://www.econbiz.de/10008651262
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Handbook of quantitative finance and risk management ; Vol. 1
Lee, Cheng F. (contributor) - 2010
Persistent link: https://www.econbiz.de/10008651264
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Handbook of quantitative finance and risk management
Lee, Cheng F. (contributor) - 2010
Persistent link: https://www.econbiz.de/10008651388
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Lévy risk model with two-sided jumps and a barrier dividend strategy
Bo, Lijun; Song, Renming; Tang, DanLing; Wang, Yongjin; … - In: Insurance / Mathematics & economics 50 (2012) 2, pp. 280-291
Persistent link: https://www.econbiz.de/10009507927
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Optimal inventory and hedging decisions with CVaR consideration
Xue, Weili; Ma, Lijun; Houcai Shen - In: International journal of production economics 162 (2015), pp. 70-82
Persistent link: https://www.econbiz.de/10010515848