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subject:"Optionspreistheorie"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~type_genre:"Arbeitspapier"
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Optionspreistheorie
Option trading
9
Optionsgeschäft
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Option pricing theory
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Stochastic process
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Stochastischer Prozess
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Theory
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Aktienoption
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American options
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Arbitrage Pricing
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Begrenzte Rationalität
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Bounded rationality
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Derivat
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Employee stock options
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Exercise multiple
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Financial reporting standards
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Greece
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Greeks
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Griechenland
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Henry P. McKean
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Jumps
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Stock option
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USA
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Chiarella, Carl
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Pricing American options with jumps in asset and volatility
Taruvinga, Blessing
;
Kang, Boda
;
Nikitopoulos, …
-
2019
-
Updated January 2019
Persistent link: https://www.econbiz.de/10013255767
Saved in:
2
On numerical methods for spread options
Alfeus, Mesias
;
Overbeck, Ludger
-
2018
Persistent link: https://www.econbiz.de/10011778198
Saved in:
3
Pricing American options under regime switching using method of lines
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777915
Saved in:
4
Valuation of employee stock options using the exercise multiple approach and life tables
Konstandatos, Otto
;
Kyng, Timothy
;
Bienek, Tobias
-
2015
Persistent link: https://www.econbiz.de/10011344313
Saved in:
5
The British Asian option
Glover, Kristoffer
;
Peskir, Goran
;
Samee, Farman
-
2009
Persistent link: https://www.econbiz.de/10003857528
Saved in:
6
Laplace transform identities for diffusions, with applications to rebates and barrier options
Hulley, Hardy
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003856697
Saved in:
7
McKean's method applied to American call options on jump-diffusion processes
Chiarella, Carl
;
Ziogas, Andrew
-
2004
Persistent link: https://www.econbiz.de/10002251066
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