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Options written on stocks with known dividends
Ekström, Erik; Tysk, Johan - In: International journal of theoretical and applied finance 7 (2004) 7, pp. 901-907
Persistent link: https://www.econbiz.de/10002420743
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An implied volatility model determined by credit default swaps
Heider, Pascal - In: International journal of theoretical and applied finance 15 (2012) 7, pp. 1-21
Persistent link: https://www.econbiz.de/10009685890
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Effective and simple VWAP options pricing model
Buryak, Alexander; Guo, Ivan - In: International journal of theoretical and applied finance 17 (2014) 6, pp. 1-13
Persistent link: https://www.econbiz.de/10010438536
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A top-down approach for the multiple exercises and valuation of employee stock options
Leung, Tim; Zhou, Yang - In: International journal of theoretical and applied finance 23 (2020) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10012270937
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The value of being lucky : option backdating and nondiversifiable risk
Henderson, Vicky; Sun, Jia; Whalley, A. Elizabeth - In: International journal of theoretical and applied finance 24 (2021) 4, pp. 1-26
Persistent link: https://www.econbiz.de/10012652678
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Optimal exercise of an executive stock option by an insider
Monoyios, Michael; Ng, Andrew - In: International journal of theoretical and applied finance 14 (2011) 1, pp. 83-106
Persistent link: https://www.econbiz.de/10008908387
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Constant elasticity of variance option pricing model with time-dependent parameters
Lo, C. F.; Yuen, P. H.; Hui, Cho H. - In: International journal of theoretical and applied finance 3 (2000) 4, pp. 661-674
Persistent link: https://www.econbiz.de/10001526858
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The entropy theory of stock option pricing
Gulko, Les - In: International journal of theoretical and applied finance 2 (1999) 3, pp. 331-355
Persistent link: https://www.econbiz.de/10001437414
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A path integral approach to derivative security pricing, [Teil] 1, Formalism and analytical results
Bennati, Eleonora; Rosa-Clot, Marco; Taddei, Stefano - In: International journal of theoretical and applied finance 2 (1999) 4, pp. 381-407
Persistent link: https://www.econbiz.de/10001438696
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Stochastic volatility and jump-diffusion : implications on option pricing
Jiang, George J. - In: International journal of theoretical and applied finance 2 (1999) 4, pp. 381-407
Persistent link: https://www.econbiz.de/10001438710