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~isPartOf:"International review of economics & finance : IREF"
~subject:"Black-Scholes model"
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47
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International review of economics & finance : IREF
International journal of theoretical and applied finance
47
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28
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International journal of financial engineering
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International journal of financial markets and derivatives
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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A hybrid stochastic volatility model in a Lévy market
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 220-235
Persistent link: https://www.econbiz.de/10014424191
Saved in:
2
Pricing discrete barrier options under jump-diffusion model with liquidity risk
Li, Zhe
;
Zhang, Wei-guo
;
Liu, Yong-Jun
;
Zhang, Yue
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 347-368
Persistent link: https://www.econbiz.de/10012202898
Saved in:
3
Some evidence in the trading and pricing of equity LEAPS
Guo, Weiyu
- In:
International review of economics & finance : IREF
13
(
2004
)
4
,
pp. 407-426
Persistent link: https://www.econbiz.de/10002222904
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