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The Maximum Entropy Distribution of an Asset Inferred from Option Prices
Buchen, Peter W.; Kelly, Michael - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 1, pp. 143
Persistent link: https://www.econbiz.de/10006704854
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A comparison of simultaneous Kelly betting strategies
Buchen, Peter W.; Grant, Andrew - In: The journal of gambling business and economics 6 (2012) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10010118145
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A NEW METHOD OF PRICING LOOKBACK OPTIONS
Buchen, Peter; Konstandatos, Otto - In: Mathematical finance : an international journal of … 15 (2005) 2, pp. 245-260
Persistent link: https://www.econbiz.de/10008214494
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Two Exotic Lookback Options
Bermin, Hans-Peter; Buchen, Peter; Konstandatos, Otto - In: Applied mathematical finance 15 (2008) 4, pp. 387
Persistent link: https://www.econbiz.de/10008221004
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A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries
Buchen, Peter; Konstandatos, Otto - In: Applied mathematical finance 16 (2009) 6, pp. 497-516
Persistent link: https://www.econbiz.de/10008329416
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Two Exotic Lookback Options
Bermin, Hans-Peter; Buchen, Peter; Konstandatos, Otto - In: Applied mathematical finance 15 (2008) 3-4, pp. 387
Persistent link: https://www.econbiz.de/10008098218
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Barrier options: Image options and the road to barriers - The PDE approach is an elegant alternative way of pricing barrier options.
Buchen, Peter - In: Risk : managing risk in the world's financial markets 14 (2001) 9, pp. 127-130
Persistent link: https://www.econbiz.de/10007041586