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Pricing exotic options using the Wang transform
Labuschagne, Coenraad C. A.; Offwood, Theresa M. - In: The North American journal of economics and finance : a … 25 (2013), pp. 139-150
Persistent link: https://www.econbiz.de/10009779326
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Arbitrage-free implied volatility surfaces for options on single stock futures
Kotzé, Antonie; Labuschagne, Coenraad C. A.; Nair, … - In: The North American journal of economics and finance : a … 26 (2013), pp. 380-399
Persistent link: https://www.econbiz.de/10010367577
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Dupire's formulas in the Piterbarg option pricing model
Labuschagne, Coenraad C. A.; Boetticher, Sven T. von - In: The North American journal of economics and finance : a … 38 (2016), pp. 148-162
Persistent link: https://www.econbiz.de/10011673354