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Prices of barrier and first-touch digital options in Lévy-driven models, near barrier
Boyarchenko, Mitya; Innocentis, Marco de; Levendorskij, … - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 1045-1090
Persistent link: https://www.econbiz.de/10009407673
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Realizing smiles : options pricing with relized volatility
Corsi, Fulvio; Fusari, Nicola; La Vecchia, Davide - In: Journal of financial economics 107 (2013) 2, pp. 284-304
Persistent link: https://www.econbiz.de/10009719740
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Pricing American call options under the assumption of stochastic dividends : an application of the Korn-Rogers-Model
Kruse, Susanne; Müller, Marlene - 2009
Persistent link: https://www.econbiz.de/10009723047
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On comparison of the Black-Scholes and the Black-Merton stochastic models
Kowgier, Henryk - 2012
Persistent link: https://www.econbiz.de/10009723641
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Perpetual options on multiple underlyings
Duck, Peter W.; Evatt, Geoffrey W.; Johnson, Paul V. - In: Applied mathematical finance 21 (2014) 1/2, pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
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An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu; Kijima, Masaaki - In: Applied mathematical finance 21 (2014) 1/2, pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
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The information content of alternate implied volatility models : case of Indian markets
Kumar, A. Vinay; Jaiswal, Shikha - In: Journal of emerging market finance 12 (2013) 3, pp. 293-321
Persistent link: https://www.econbiz.de/10010360587
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Measure, probability, and mathematical finance : a problem oriented approach
Gan, Guojun; Ma, Chaoqun; Xie, Hong - 2014
Persistent link: https://www.econbiz.de/10010361562
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Valuing employee stock options using the CRR binomial model
Chen, Jim; Chen, Anthony W. - In: Journal of international business and economics : JIBE 13 (2013) 3, pp. 43-50
Persistent link: https://www.econbiz.de/10010236528
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Recent developments in fuzzy sets approach in option pricing
Appadoo, Srimantoorao S.; Thavaneswaran, Aerambamoorthy - In: Journal of mathematical finance 3 (2013) 2, pp. 312-322
Persistent link: https://www.econbiz.de/10010239557