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Combinatorial implications of nonlinear uncertain volatility models : the case of barrier options
Avellaneda, Marco; Buff, Robert - In: Applied mathematical finance 6 (1999) 1, pp. 1-18
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001449223
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Hedging lookback and partial lookback options using Malliavin calculus
Bermin, Hans-Peter - In: Applied mathematical finance 7 (2000) 2, pp. 75-100
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001563798
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Contingent claim pricing using probability distortion operators : methods from insurance risk pricing and their relationship to financial theory
Hamada, Mahmoud; Sherris, Michael - In: Applied mathematical finance 10 (2003) 1, pp. 19-47
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001756866
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Stock options as barrier contingent claims
Ericsson, Jan; Reneby, Joel - In: Applied mathematical finance 10 (2003) 2, pp. 121-147
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001805363
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A possible way of estimating options with stable distributed underlying asset prices
Tsibiridi, C.; Atkinson, Colin - In: Applied mathematical finance 11 (2004) 1, pp. 51-75
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002001538
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On the skew and curvature of the implied and local volatilities
Alòs, Elisa; García Lorite, David; Pravosud, Makar - In: Applied mathematical finance 30 (2023) 1, pp. 47-67
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014390289
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Weak approximation for a black-scholes type regime switching model
Kohatsu-Higa, Arturo; Tanaka, Akihiro - In: Applied mathematical finance 31 (2024) 1, pp. 1-36
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015194417
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Characterization of the American put option using convexity
Xie, Dejun; Edwards, David A.; Schleiniger, Gilberto; … - In: Applied mathematical finance 18 (2011) 3/4, pp. 353-365
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009381899
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Pricing and hedging of lookback options in hyper-exponential jump diffusion models
Hofer, Markus; Mayer, Philipp - In: Applied mathematical finance 20 (2013) 5/6, pp. 489-511
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010235585
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Bias reduction for pricing American options by least-squares Monte Carlo
Kan, Kin Hung Felix; Reesor, R. Mark - In: Applied mathematical finance 19 (2012) 3/4, pp. 195-217
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009711007