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Option pricing when jump risk is systematic
Ahn, Chang-mo - In: Mathematical finance : an international journal of … 2 (1992) 4, pp. 299-308
Persistent link: https://www.econbiz.de/10001143966
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Pricing options with curved boundaries
Kunitomo, Naoto - In: Mathematical finance : an international journal of … 2 (1992) 4, pp. 275-298
Persistent link: https://www.econbiz.de/10001143968
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Pricing options on risky assets in a stochastic interest rate economy
Amin, Kaushik I. - In: Mathematical finance : an international journal of … 2 (1992) 4, pp. 217-237
Persistent link: https://www.econbiz.de/10001143979
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Pricing the quality option in treasury bond futures
Ritchken, Peter H. - In: Mathematical finance : an international journal of … 2 (1992) 3, pp. 197-214
Persistent link: https://www.econbiz.de/10001143990
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Market making and risk management in options markets
Boyd, Naomi E. - In: Review of derivatives research 18 (2015) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10011414104
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On pricing options with stressed-beta in a reduced form model
Kim, Geonwoo; Lim, Hyuncheul; Lee, Sungchul - In: Review of derivatives research 18 (2015) 1, pp. 29-50
Persistent link: https://www.econbiz.de/10011414105
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Commodity derivative valuation under a factor model with time-varying market prices of risk
García Mirantes, Andrés; Población, Javier; Serna, … - In: Review of derivatives research 18 (2015) 1, pp. 75-93
Persistent link: https://www.econbiz.de/10011414114
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The effect of trading futures on short sale constraints
Jarrow, Robert A.; Protter, Philip E.; Pulido, Sergio - In: Mathematical finance : an international journal of … 25 (2015) 2, pp. 311-338
Persistent link: https://www.econbiz.de/10011350630
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The valuation and information content of options on crude-oil futures contracts
Murphy, Finbarr; Ronn, Ehud I. - In: Review of derivatives research 18 (2015) 2, pp. 95-106
Persistent link: https://www.econbiz.de/10011477287
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Do correlated defaults matter for CDS premia?
Koziol, Christian; Koziol, Philipp; Schön, Thomas - In: Review of derivatives research 18 (2015) 3, pp. 191-224
Persistent link: https://www.econbiz.de/10011477301