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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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Variance reduction techniques of importance sampling Monte Carlo methods for pricing options
Zhao, Qiang; Liu, Guo; Gu, Guiding - In: Journal of mathematical finance 3 (2013) 4, pp. 431-436
Persistent link: https://www.econbiz.de/10010239518
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Contingent claims in incomplete markets : a case study
Mataramvura, Sure - In: Journal of mathematical finance 3 (2013) 4, pp. 426-430
Persistent link: https://www.econbiz.de/10010239520
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Estimating realistic implied correlation matrix from option prices
Numpacharoen, Kawee; Numpacharoen, Nattachai - In: Journal of mathematical finance 3 (2013) 4, pp. 401-406
Persistent link: https://www.econbiz.de/10010239524
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Pricing options in jump diffusion models using Mellin transforms
Frontczak, Robert - In: Journal of mathematical finance 3 (2013) 3, pp. 366-373
Persistent link: https://www.econbiz.de/10010239539
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Generalized option betas
Husmann, Sven; Todorova, Neda - In: Journal of mathematical finance 3 (2013) 3, pp. 347-356
Persistent link: https://www.econbiz.de/10010239545
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An empirical study of option prices under the hybrid Brownian motion model
Iwaki, Hideki; Luo, Lei - In: Journal of mathematical finance 3 (2013) 2, pp. 329-334
Persistent link: https://www.econbiz.de/10010239548
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Recent developments in fuzzy sets approach in option pricing
Appadoo, Srimantoorao S.; Thavaneswaran, Aerambamoorthy - In: Journal of mathematical finance 3 (2013) 2, pp. 312-322
Persistent link: https://www.econbiz.de/10010239557
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Weather derivatives with applications to Canadian data
Sviščuk, Anatolij; Cui, Kaijie - In: Journal of mathematical finance 3 (2013) 1, pp. 81-95
Persistent link: https://www.econbiz.de/10010240221
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Pricing and hedging in stochastic volatility regime switching models
Goutte, Stéphane - In: Journal of mathematical finance 3 (2013) 1, pp. 70-80
Persistent link: https://www.econbiz.de/10010240223