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A new elementary geometric approach to option pricing bounds in discrete time models
Braouezec, Yann; Grunspan, Cyril - In: European journal of operational research : EJOR 249 (2016) 1, pp. 270-280
Persistent link: https://www.econbiz.de/10011435842
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A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan; Radoičić, Radoš - In: International journal of financial engineering 3 (2016) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
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Negative interest rates effects on option pricing : back to basics?
Burro, Giacomo; Giribone, Pier Giuseppe; Ligato, Simone; … - In: International journal of financial engineering 4 (2017) 2/3, pp. 1-27
Persistent link: https://www.econbiz.de/10011778279
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Analytical approximation for spread option pricing in local volatility model
Yang, Ying - In: International journal of financial engineering 4 (2017) 4, pp. 1-17
Persistent link: https://www.econbiz.de/10011807086
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Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.; Zhu, Anyi - In: International journal of financial engineering 5 (2018) 1, pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
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Short maturity options for Azéma-Yor martingales
Zhu, Lingjiong - In: International journal of financial engineering 2 (2015) 4, pp. 1-32
Persistent link: https://www.econbiz.de/10011493322
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Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd - In: International journal of financial engineering 10 (2023) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
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The binomial option pricing model : the trouble with dividends
Tian, Yisong Sam - In: International journal of financial engineering 10 (2023) 4, pp. 1-31
Persistent link: https://www.econbiz.de/10014444726
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Binomial tree method for option pricing : discrete Carr and Madan formula approach
Muroi, Yoshifumi; Saeki, Ryota; Suda, Shintaro - In: International journal of financial engineering 8 (2021) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10012662360
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Pricing discretely-monitored double barrier options with small probabilities of execution
Kontosakos, Vasileios E.; Mendonca, Keegan; Pantelous, … - In: European journal of operational research : EJOR 290 (2021) 1, pp. 313-330
Persistent link: https://www.econbiz.de/10012436366