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~subject:"Option pricing theory"
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Option pricing theory
Esscher transform
83
Optionspreistheorie
55
Levy processes
45
Stochastic process
43
Stochastischer Prozess
43
Option trading
21
Optionsgeschäft
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Option pricing
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martingale measures
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option pricing
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Lee, Hangsuck
11
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Liao, Szu-Lang
5
Song, Seongjoo
5
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4
Ko, Bangwon
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Lee, Minha
4
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3
Lee, Gaeun
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Lin, Shih-kuei
3
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2
Fard, Farzad Alavi
2
Fengler, Matthias
2
Ha, Hongjun
2
Kirkby, J. Lars
2
Li, Chang-Yi
2
Melnikov, Alexander
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Shen, Yang
2
Sviščuk, Anatolij
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Tertychnyi, Maksym
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Abdessalem, Mehdi Bekralas
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Adinya, Ini
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Ahcan, Ales
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Fabozzi, Frank J.
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Gerber, Hans U.
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1
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Insurance / Mathematics & economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
International journal of theoretical and applied finance
6
Review of derivatives research
3
Applied mathematical finance
2
Finance research letters
2
International journal of financial engineering
2
Journal of mathematical finance
2
Journal of risk and financial management : JRFM
2
The journal of computational finance
2
The journal of futures markets
2
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Asia Pacific financial markets
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1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of banking & finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics and financial economics
1
Review of quantitative finance and accounting
1
The European journal of finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Trends in mathematical economics : dialogues between Southern Europe and Latin America
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ECONIS (ZBW)
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Generalized BN-S stochastic volatility model for option pricing
SenGupta, Indranil
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011455400
Saved in:
2
Super-replication in fully incomplete markets
Dolinsky, Yan
;
Neufeld, Ariel
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 483-515
Persistent link: https://www.econbiz.de/10011969096
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3
Option pricing in an incomplete market
Grigorian, Karen
;
Jarrow, Robert A.
-
2024
Persistent link: https://www.econbiz.de/10015399436
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4
The [beta]-variance gamma model
Schoutens, Wim
;
Van Damme, Geert
- In:
Review of derivatives research
14
(
2011
)
3
,
pp. 263-282
Persistent link: https://www.econbiz.de/10009349988
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5
CDO term structure modelling with Lévy processes and the relation to market models
Schmidt, Thorsten
;
Zabczyk, Jerzy
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009562136
Saved in:
6
Robust option pricing with characteristic functions and the B-spline order of density projection
Kirkby, J. Lars
- In:
The journal of computational finance
21
(
2017/2018
)
2
,
pp. 61-100
Persistent link: https://www.econbiz.de/10011848311
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7
Robust barrier option pricing by frame projection under exponential Lévy dynamics
Kirkby, J. Lars
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 337-386
Persistent link: https://www.econbiz.de/10011815237
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8
Computing Greeks for Lévy models : the fourier transform approach
Olivera, Federico de
;
Mordecki, Ernesto
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 99-121)
.
2016
Persistent link: https://www.econbiz.de/10011800675
Saved in:
9
Optimal timing of investments modeled as perpetual American options in a Levy market
Adinya, Ini
;
Ekhaguere, G. O. S.
- In:
International journal of financial engineering
9
(
2022
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10013188768
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10
Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model
Shen, Yang
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 757-768
Persistent link: https://www.econbiz.de/10010227881
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