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type_genre:"Article in journal"
~person:"Gobet, Emmanuel"
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Black-Scholes model
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Option pricing theory
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Gobet, Emmanuel
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8
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International journal of theoretical and applied finance
2
Finance and stochastics
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ECONIS (ZBW)
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Expansion formulas for bivariate payoffs with application to best-of options on equity and inflation
Gobet, Emmanuel
;
Hok, Julien
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010363919
Saved in:
2
Expansion formulas for European options in a local volatility model
Benhamou, Eric
;
Gobet, Emmanuel
;
Miri, Mohammed
- In:
International journal of theoretical and applied finance
13
(
2010
)
4
,
pp. 603-634
Persistent link: https://www.econbiz.de/10008905020
Saved in:
3
Discrete time hedging errors for options with irregular payoffs
Gobet, Emmanuel
;
Temam, Emmanuel
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 357-367
Persistent link: https://www.econbiz.de/10001599284
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