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When does convergence of asset price processes imply convergence of option prices?
Hubalek, Friedrich - In: Mathematical finance : an international journal of … 8 (1998) 4, pp. 385-403
Persistent link: https://www.econbiz.de/10001252755
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Option pricing
Kallsen, Jan - In: Handbook of financial time series, (pp. 599-613). 2009
Persistent link: https://www.econbiz.de/10003834189
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Pricing derivatives of American and game type in incomplete markets
Kallsen, Jan; Kühn, Christoph - In: Finance and stochastics 8 (2004) 2, pp. 261-284
Persistent link: https://www.econbiz.de/10002012597
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On a Heath-Jarrow-Morton approach for stock options
Kallsen, Jan; Krühner, Paul - In: Finance and stochastics 19 (2015) 3, pp. 583-615
Persistent link: https://www.econbiz.de/10011418308
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Approximate pricing of barrier options in Lévy models
Jahncke, Giso - 2017
Persistent link: https://www.econbiz.de/10011776870
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Approximate pricing of call options on the quadratic variation in Lévy models
Jahncke, Giso; Kallsen, Jan - In: Advanced modelling in mathematical finance : in honour …, (pp. 241-256). 2016
Persistent link: https://www.econbiz.de/10011800371
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Representable options
Lenga, Matthias - 2017
Persistent link: https://www.econbiz.de/10012613284