Search Results - subject:"Arbitrage-free Pricing"

Cornet, Bernard - 2025

Persistent link: https://www.econbiz.de/10015443162

Mostovyi, Oleksii; Siorpaes, Pietro - In: Finance and stochastics 29 (2025) 1, pp. 177-217

Persistent link: https://www.econbiz.de/10015394781

Rey, Sebastián Alejandro - In: Annals of financial economics 17 (2022) 3, pp. 1-33

Persistent link: https://www.econbiz.de/10013367641

Ishii, Hokuto - In: Finance research letters 37 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012484986

Godin, Frédéric; Lai, Van Son; Trottier, Denis-Alexandre - In: Scandinavian actuarial journal 2019 (2019) 7, pp. 558-584

Persistent link: https://www.econbiz.de/10012194976

Wang, Ming-Chieh; Huang, Li-Jhang - In: Review of derivatives research 22 (2019) 2, pp. 329-355

Persistent link: https://www.econbiz.de/10012311817

Upmann, Thorsten - In: International Journal of Financial Research 4 (2013) 4, pp. 11-25

options (ODBs). Using this idea, these authors provide an arbitrage-free pricing formula for Onion options within the Black …

Persistent link: https://www.econbiz.de/10011267650

Moreni, Nicola; Pallavicini, Andrea - In: International journal of theoretical and applied finance 20 (2017) 6, pp. 1-27

Persistent link: https://www.econbiz.de/10011734332

Guo, Ivan; Rutkowski, Marek - In: Finance and stochastics 21 (2017) 1, pp. 111-155

Persistent link: https://www.econbiz.de/10011944066

Siddiqi, Hammad - Volkswirtschaftliche Fakultät, … - 2009

test this hypothesis in an experiment on financial options against the benchmark of arbitrage-free pricing. Firstly, we …

Persistent link: https://www.econbiz.de/10005619287

A service of the