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Search: subject:"European Call Option"
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European call option
4
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Alziary, Bénédicte
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Girón, Luis Eduardo
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Mwaniki, Ivivi J.
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Mwaniki, Ivivi Joseph
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Suescún-Díaz, Daniel
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Valuation of standard call options using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
Saved in:
2
On skewed, leptokurtic returns and pentanomial lattice option valuation via minimal entropy martingale measure
Mwaniki, Ivivi J.
- In:
Cogent Economics & Finance
5
(
2017
)
1
,
pp. 1-16
measure P. Minimal entropy martingale measure (MEMM) is used to value
European
call
option
with a view of comparing the …
Persistent link: https://www.econbiz.de/10011988781
Saved in:
3
On skewed, leptokurtic returns and pentanomial lattice option valuation via minimal entropy martingale measure
Mwaniki, Ivivi Joseph
- In:
Cogent economics & finance
5
(
2017
)
1
,
pp. 1-16
measure P. Minimal entropy martingale measure (MEMM) is used to value
European
call
option
with a view of comparing the …
Persistent link: https://www.econbiz.de/10011883226
Saved in:
4
On the Heston model with stochastic volatility : analytic solutions and complete markets
Alziary, Bénédicte
;
Takáč, Peter
-
2017
Persistent link: https://www.econbiz.de/10012265761
Saved in:
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