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Unifying exotic option closed formulas
Esquível, Manuel L.; Veiga, Carlos; Wystup, Uwe - 2010
This paper aims to unify exotic option closed formulas by generalizing a large class of existing formulas and by setting a framework that allows for further generalizations. The formula presented covers options from the plain vanilla to most, if not all, mountain range exotic options and is...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010301702
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Combinatorial implications of nonlinear uncertain volatility models : the case of barrier options
Avellaneda, Marco; Buff, Robert - In: Applied mathematical finance 6 (1999) 1, pp. 1-18
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001449223
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Evaluation of the Asian option by the dual martingale measure
Shirakawa, Hiroshi - In: Asia-Pacific financial markets 6 (1999) 2, pp. 183-194
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001449324
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Option prices and implied volatilities : an empirical analysis
Edey, Malcolm L.; Elliott, Graham - 1989
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000775666
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Option hedging using empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1997
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000970980
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Bewertung von Optionen unter Transaktionskosten : mit 21 Tabellen
Reiß, Ariane - 1998
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000975258
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Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar - 1999
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001355949
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New insights into smile, mispricing, and value at risk : the hyperbolic model
Eberlein, Ernst - In: The journal of business : B 71 (1998) 3, pp. 371-405
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001247514
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An accurate analytical approximation for the price of a European-style arithmetic Asian option
Vyncke, David; Goovaerts, Marc J.; Dhaene, Jan - 2003
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001769796
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An introduction to derivatives and risk management
Chance, Don M. - 2004 - 6. ed., internat. student ed.
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001786590