Narrow search
Showing 1 - 10 of 481
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Profiling neural networks for option pricing
Carelli, A.; Silani, S.; Stella, F. - In: International journal of theoretical and applied finance 3 (2000) 2, pp. 183-204
Persistent link: https://www.econbiz.de/10001484693
Cover Image
Currency-translated foreign equity options with path dependent features and their multi-asset extensions
Kwok, Yue-Kuen; Wong, Hoi-ying - In: International journal of theoretical and applied finance 3 (2000) 2, pp. 257-278
Persistent link: https://www.econbiz.de/10001484698
Cover Image
A general methodology to price and hedge derivatives in incomplete markets
Aurell, Erik (contributor) - In: International journal of theoretical and applied finance 3 (2000) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10001488345
Cover Image
Worst-case scenarios for American options
Buff, Robert - In: International journal of theoretical and applied finance 3 (2000) 1, pp. 25-58
Persistent link: https://www.econbiz.de/10001488348
Cover Image
Pricing asset backed Islamic financial instruments
Ebrahim, Muhammed Shahid - In: International journal of theoretical and applied finance 3 (2000) 1, pp. 59-83
Persistent link: https://www.econbiz.de/10001488350
Cover Image
Financial modeling and option theory with the truncated levy process
Matacz, Andrew - In: International journal of theoretical and applied finance 3 (2000) 1, pp. 143-160
Persistent link: https://www.econbiz.de/10001488362