Narrow search
Showing 1 - 10 of 124
Cover Image
On a recursive algorithm for pricing discrete barrier options
Llemit, Dennis G. - In: International journal of financial engineering 2 (2015) 4, pp. 1-12
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011493320
Cover Image
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa; Yuan, George; Guo, Shimin; Liu, Jianguo; … - In: International journal of financial engineering 2 (2015) 3, pp. 1-21
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011403136
Cover Image
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://ebvufind01.dmz1.zbw.eu/10011922944
Cover Image
The source of error behavior for the solution of Black-Scholes PDE by finite difference and finite element methods
Özer, H. Ünsal; Duran, Ahmet - In: International journal of financial engineering 5 (2018) 3, pp. 1-22
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011923061
Cover Image
An exact and explicit implied volatility inversion formula
Xia, Yuxuan; Cui, Zhenyu - In: International journal of financial engineering 5 (2018) 3, pp. 1-29
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011923068
Cover Image
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://ebvufind01.dmz1.zbw.eu/10011778279
Cover Image
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://ebvufind01.dmz1.zbw.eu/10011532749
Cover Image
Pricing European options and currency options by time changed mixed fractional Brownian motion with transaction costs
Shokrollahi, Foad; Kılıçman, Adem; Magdziarz, Marcin - In: International journal of financial engineering 3 (2016) 1, pp. 1-27
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011532750
Cover Image
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://ebvufind01.dmz1.zbw.eu/10011807086
Cover Image
Asymmetries in financial returns
Madan, Dilip B.; Wang, King - In: International journal of financial engineering 4 (2017) 4, pp. 1-37
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011807103