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Search: subject:"exercise boundary"
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Optionspreistheorie
25
Option pricing theory
24
Option trading
20
Optionsgeschäft
20
American options
11
Early exercise boundary
11
Stochastischer Prozess
9
Stochastic process
8
Volatility
8
Volatilität
8
Black-Scholes model
7
Black-Scholes-Modell
7
Derivat
5
Derivative
5
Heston model
5
Optimal exercise boundary
5
Search theory
5
Suchtheorie
5
exercise boundary
5
optimal exercise boundary
5
American option pricing
4
Early exercise premium
4
Exercise boundary
4
J-formula
4
J-law
4
J-process
4
Stochastic volatility model
4
early exercise boundary
4
optimal stopping
4
American Options
3
American put options
3
CEV model
3
American option
2
Exercise Boundary
2
Großbritannien
2
Hermite interpolation
2
Homotopy analysis method
2
JDCEV model
2
Markov chain
2
Markov-Kette
2
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Undetermined
25
Free
13
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Article
36
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8
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24
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English
32
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Dai, Weizhong
3
Dias, José Carlos
3
Nwankwo, Chinonso I.
3
Cheng, Jun
2
Gao, Min
2
Iftikhar, Khurram
2
Iftikhar, Syed Faizan
2
Jerbi, Yacin
2
Kashif, Muhammad
2
Létourneau, Pascal
2
Ruas, João Pedro
2
Stentoft, Lars
2
Tzavalis, Elias
2
Wang, Shijun
2
Xepapadeas, Anastasios
2
Acharya, Viral V
1
Algiardi, Elettra
1
Aliardi, Rossella
1
Alobaidi, Ghada
1
Bozoudis, Michail
1
Carpenter, Jennifer
1
Carr, Peter
1
Chen, Kexin
1
Chesney, Marc
1
Chiu, Mei Choi
1
Cruz, Aricson
1
Cui, Zhenyu
1
Dong, Bing
1
Edwards, David A.
1
Figà-Talamanca, Gianna
1
Glover, Kristoffer
1
Goard, Joanna
1
Goldenberg, David H.
1
Goodman, Jonathan
1
Grossinho, Maria do Rosário
1
HE, ZHI-WEI
1
Ikeda, Shin S.
1
Jeanblanc, M.
1
Ke, Ziwei
1
Keller, Joseph
1
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Department of Economics, University of Crete
2
C.E.P.R. Discussion Papers
1
Finance Discipline Group, Business School
1
School of Economics and Finance, Queen Mary
1
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Applied Mathematical Finance
3
International journal of financial engineering
3
Computational economics
2
Financial Innovation
2
Financial innovation : FIN
2
International journal of theoretical and applied finance
2
Review of derivatives research
2
Working Papers / Department of Economics, University of Crete
2
Applied mathematical finance
1
Asia-Pacific financial markets
1
CEPR Discussion Papers
1
Decisions in economics and finance : a journal of applied mathematics
1
European journal of operational research : EJOR
1
Finance research letters
1
GRIPS discussion papers
1
International Journal of Financial Markets and Derivatives
1
International Journal of Financial Studies : open access journal
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of bonds and derivatives
1
Internet finance and digital economy : advances in digital economy and data analysis technology : the 2nd International Conference on Internet Finance and Digital Economy, Kuala Lumpur, Malaysia, 19 - 21 August 2022
1
Journal of Banking & Finance
1
Journal of Risk and Financial Management
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of mathematical finance
1
Journal of risk and financial management : JRFM
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quality & Quantity: International Journal of Methodology
1
Research Paper Series / Finance Discipline Group, Business School
1
Review of Derivatives Research
1
The journal of computational finance : JFC
1
Working Paper
1
Working Papers / School of Economics and Finance, Queen Mary
1
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ECONIS (ZBW)
26
RePEc
13
EconStor
4
BASE
1
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44
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11
Double barrier American put option pricing under uncertain volatility model
Zaineb, El Kharrazi
;
Sahar, Saoud
;
Zouhir, Mahani
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012662317
Saved in:
12
Early exercise premium method for pricing American options under the J-model
Jerbi, Yacin
- In:
Financial Innovation
2
(
2016
)
21
,
pp. 1-26
early
exercise
boundary
(EEB). This model is based on a closed-form solution J-formula for pricing European options, defined …
Persistent link: https://www.econbiz.de/10011808230
Saved in:
13
Loan growth and bank solvency: evidence from the Pakistani banking sector
Kashif, Muhammad
;
Iftikhar, Syed Faizan
;
Iftikhar, Khurram
- In:
Financial Innovation
2
(
2016
)
22
,
pp. 1-13
early
exercise
boundary
(EEB). This model is based on a closed-form solution J-formula for pricing European options, defined …
Persistent link: https://www.econbiz.de/10011808231
Saved in:
14
Early exercise premium method for pricing American options under the J-model
Jerbi, Yacin
- In:
Financial innovation : FIN
2
(
2016
)
21
,
pp. 1-26
early
exercise
boundary
(EEB). This model is based on a closed-form solution J-formula for pricing European options, defined …
Persistent link: https://www.econbiz.de/10011590292
Saved in:
15
Loan growth and bank solvency : evidence from the Pakistani banking sector
Kashif, Muhammad
;
Iftikhar, Syed Faizan
;
Iftikhar, Khurram
- In:
Financial innovation : FIN
2
(
2016
)
22
,
pp. 1-13
early
exercise
boundary
(EEB). This model is based on a closed-form solution J-formula for pricing European options, defined …
Persistent link: https://www.econbiz.de/10011590309
Saved in:
16
Spiking the volatility punch
Carr, Peter
;
Figà-Talamanca, Gianna
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 495-520
Persistent link: https://www.econbiz.de/10012516169
Saved in:
17
Valuing American-style options under the CEV model : an integral representation based method
Cruz, Aricson
;
Dias, José Carlos
- In:
Review of derivatives research
23
(
2020
)
1
,
pp. 63-83
Persistent link: https://www.econbiz.de/10012229783
Saved in:
18
Pricing and exercising American options : an asymptotic expansion approach
Li, Chenxu
;
Ye, Yongxin
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012312643
Saved in:
19
Penalty American options
Ke, Ziwei
;
Goard, Joanna
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012012942
Saved in:
20
The British binary option
Gao, Min
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 747-762
Persistent link: https://www.econbiz.de/10012433492
Saved in:
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