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A study on numerical solution of Black-Scholes model
Anwar, Md. Nurul; Andallah, Laek Sazzad - In: Journal of mathematical finance 8 (2018) 2, pp. 372-381
Persistent link: https://www.econbiz.de/10011874785
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The simulation of European call options' sensitivity based on black-scholes option formula
Cui, Yujie; Yu, Baoli - In: Journal of mathematical finance 2 (2012) 3, pp. 264-268
Persistent link: https://www.econbiz.de/10009711970
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A simple generalisation of Kirk's approximation for multi-asset spread options by the Lie-Trotter operator splitting method
Lo, Chi-fai - In: Journal of mathematical finance 4 (2014) 3, pp. 178-187
Persistent link: https://www.econbiz.de/10010400107
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Applying the barycentric Jacobi spectral method to price options with transaction costs in a fractional Black-Scholes framework
Nteumagné, B. F.; Pindza, E.; Maré, Eben - In: Journal of mathematical finance 4 (2014) 1, pp. 35-46
Persistent link: https://www.econbiz.de/10010422895
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Pricing a European option in a black-scholes quanto market when stock price is a semimartingale
Offen, E. R.; Lungu, E. M. - In: Journal of mathematical finance 5 (2015) 3, pp. 286-303
Persistent link: https://www.econbiz.de/10011438535
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Equivalent martingale measure in Asian geometric average option pricing
Zhu, Yonggang - In: Journal of mathematical finance 4 (2014) 4, pp. 304-308
Persistent link: https://www.econbiz.de/10011312412
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Computation of Greeks using binomial tree
Muroi, Yoshifumi; Suda, Shintaro - In: Journal of mathematical finance 7 (2017) 3, pp. 597-623
Persistent link: https://www.econbiz.de/10011752400
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The barrier binary options
Gao, Min; Wei, Zhenfeng - In: Journal of mathematical finance 10 (2020) 1, pp. 140-156
Persistent link: https://www.econbiz.de/10012545572
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On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael; Fadugba, Sunday Emmanuel - In: Journal of mathematical finance 5 (2015) 2, pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
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A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj - In: Journal of mathematical finance 8 (2018) 1, pp. 161-177
Persistent link: https://www.econbiz.de/10011846254