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On the internal consistency of the Black-scholes option pricing model
Berkowitz, Jeremy - In: Theoretical economics letters 3 (2013) 3, pp. 191-195
Persistent link: https://www.econbiz.de/10010239685
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Super-diffusive noise source in asset dynamics
Hongler, Max-Olivier - In: Journal of mathematical finance 3 (2013) 1, pp. 53-58
Persistent link: https://www.econbiz.de/10010240227
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A simple method to price window reset options
Hsiao, Yi-long - In: Journal of mathematical finance 3 (2013) 1, pp. 96-102
Persistent link: https://www.econbiz.de/10010240821
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The information content of option-based forecasts of volatility : evidence from the Italian stock market
Muzzioli, Silvia - In: The quarterly journal of finance 3 (2013) 1, pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
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Option pricing with economic feasibility
Yu, Yi-jang - In: Modern economy 4 (2013) 1, pp. 73-76
Persistent link: https://www.econbiz.de/10010201966
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Pricing index options in a multivariate black & scholes model
Linders, Daniël - 2013
Persistent link: https://www.econbiz.de/10010204094
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The Black-Scholes currency option pricing model : evidence for unbiasedness from three currencies against the US dollar
Azar, Samih Antoine; Tortian, Annie - In: International journal of economics and finance 5 (2013) 8, pp. 54-64
Persistent link: https://www.econbiz.de/10009787194
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Valuing employee stock options using the CRR binomial model
Chen, Jim; Change, Anthony - In: Journal of international business and economics : JIBE 12 (2012) 4, pp. 70-76
Persistent link: https://www.econbiz.de/10009787231
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On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi; Xu, Zheng - In: Journal of econometrics 179 (2014) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
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Valuation of reverse convertibles in the variance gamma economy
Deng, Geng; Dulaney, Tim; McCann, Craig - In: Journal of derivatives & hedge funds 19 (2013) 4, pp. 244-258
Persistent link: https://www.econbiz.de/10010259402