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A moment-based analytic approximation of the risk-neutral density of American options
Arismendi Zambrano, Juan Carlos; Prokopczuk, Marcel - In: Applied mathematical finance 23 (2016) 5/6, pp. 409-444
Persistent link: https://www.econbiz.de/10011704266
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Closed Form Approximations for Spread Options
Venkatramanan, Aanand; Alexander, Carol - In: Applied mathematical finance 18 (2011) 5, pp. 447-473
Persistent link: https://www.econbiz.de/10009798783
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The role of binance in bitcoin volatility transmission
Alexander, Carol; Heck, Daniel F.; Kaeck, Andreas - In: Applied mathematical finance 29 (2022) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10013554065
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Closed form approximations for spread options
Venkatramanan, Aanand; Alexander, Carol - In: Applied mathematical finance 18 (2011) 5/6, pp. 447-472
Persistent link: https://www.econbiz.de/10009422581