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Nonlinear models in option pricing : an introduction
Ehrhardt, Matthias - 2008
Persistent link: https://www.econbiz.de/10012878322
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On the Heston model with stochastic volatility : analytic solutions and complete markets
Alziary, Bénédicte; Takáč, Peter - 2017
Persistent link: https://www.econbiz.de/10012265761
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Variance Gamma process in the option pricing model
Drahokoupil, Jakub - 2021
Persistent link: https://www.econbiz.de/10012493120
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Commodity option pricing efficiency before black scholes merton
Chambers, David - 2019
Persistent link: https://www.econbiz.de/10012194325
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Prospect theory : an application to European option pricing
Nardon, Martina; Pianca, Paolo - 2012
Persistent link: https://www.econbiz.de/10011629599
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European option pricing with constant relative sensitivity probability weighting function
Nardon, Martina; Pianca, Paolo - 2014
Persistent link: https://www.econbiz.de/10011629602
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Comparison of black scholes and Heston models for pricing index options
Chakrabarti, Binay Bhushan; Santra, Arijit - 2017
Persistent link: https://www.econbiz.de/10011656157
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Endogenous option pricing
Gamba, Andrea; Saretto, Alessio - 2022
Persistent link: https://www.econbiz.de/10013170529
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Option prices under bayesian learning : implied volatility dynamics and predictive densities
Guidolin, Massimo - 2001
Persistent link: https://www.econbiz.de/10013423607
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Pricing Kernels inferred from Bitcoin options
Winkel, Julian - 2021
Persistent link: https://www.econbiz.de/10013257965