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91
Simplified option pricing techniques
Alghalith, Moawia
;
Floros, Christos
;
Poufinas, Thomas
- In:
Annals of financial economics
14
(
2019
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012015473
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92
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
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93
On the multiplicity of option prices under CEV with positive elasticity of variance
Veestraeten, Dirk
- In:
Review of derivatives research
20
(
2017
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011928028
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94
An analytical approximation approach for pricing European options in a two-price economy
Li, Zhe
;
Zhang, Weiguo
;
Zhang, Yue
;
Yi, Zhigao
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012201210
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95
Negative interest rates effects on option pricing : back to basics?
Burro, Giacomo
;
Giribone, Pier Giuseppe
;
Ligato, Simone
; …
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011778279
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96
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
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97
Option pricing and hedging for discrete time regime-switching models
Rémillard, Bruno
;
Hocquard, Alexandre
;
Lamarre, Hugo
; …
- In:
Modern economy
8
(
2017
)
8
,
pp. 1005-1032
Persistent link: https://www.econbiz.de/10011748340
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98
The 2011 European short sale ban : a cure or a curse?
Félix, Luiz
;
Kräussl, Roman
;
Stork, Philip
- In:
Journal of financial stability
25
(
2016
),
pp. 115-131
Persistent link: https://www.econbiz.de/10011704876
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99
Analysis of using options to the express certificates formation
Harčariková, Monika
;
Bánociová, Anna
- In:
Economic research
28
(
2015
)
1
,
pp. 354-366
Persistent link: https://www.econbiz.de/10012220737
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100
Estimating the tail shape parameter from option prices
Hamidieh, Kam
- In:
Journal of risk
19
(
2017
)
6
,
pp. 85-110
Persistent link: https://www.econbiz.de/10011799166
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