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On the hedging of options on exploding exchange rates
Carr, Peter; Fisher, Travis; Ruf, Johannes - In: Finance and stochastics 18 (2014) 1, pp. 115-144
Persistent link: https://www.econbiz.de/10010235456
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An autoregressive conditional binominal option pricing model
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 353-373). 2002
Persistent link: https://www.econbiz.de/10001679460
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Option pricing with discrete rebalancing
Prigent, Jean-Luc; Renault, Olivier; Scaillet, Olivier - In: Journal of empirical finance 11 (2004) 1, pp. 133-161
Persistent link: https://www.econbiz.de/10001881022
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Negative call prices
Ruf, Johannes - In: Annals of finance 9 (2013) 4, pp. 787-794
Persistent link: https://www.econbiz.de/10010196568