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Option pricing model with sentiment
Yang, Chunpeng; Gao, Bin; Yang, Jianlei - In: Review of derivatives research 19 (2016) 2, pp. 147-164
Persistent link: https://www.econbiz.de/10011927963
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Locally complete markets, exchange rates and currency options
Ahn, Dong-Hyun; Gao, Bin - In: Review of derivatives research 6 (2003) 1, pp. 5-26
Persistent link: https://www.econbiz.de/10001772396
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Locally Complete Markets, Exchange Rates and Currency Options
Ahn, Dong-Hyun; Gao, Bin - In: Review of derivatives research 6 (2003) 1, pp. 5-26
Persistent link: https://www.econbiz.de/10005936396