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Derivat
Option pricing theory
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Optionspreistheorie
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Option trading
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Optionsgeschäft
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Zins
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Zinsderivat
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large deviations
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log-normal interest rate models
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Pirjol, Dan
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Zhu, Lingjiong
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Applied mathematical finance
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International journal of theoretical and applied finance
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International journal of theoretical and applied finance : IJTAF
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ECONIS (ZBW)
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Subleading correction to the Asian options volatility in the black-scholes model
Pirjol, Dan
- In:
International journal of theoretical and applied …
26
(
2023
)
2/3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014365668
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Eurodollar futures pricing in log-normal interest rate models in discrete time
Pirjol, Dan
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 445-464
Persistent link: https://www.econbiz.de/10011704268
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3
Sensitivities of Asian options in the black-scholes model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011846502
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