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Valuing reload options
Ingersoll, Jonathan E. - In: Review of derivatives research 9 (2006) 1, pp. 67-105
Persistent link: https://www.econbiz.de/10003441193
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A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes
Li, Minqiang - In: Review of derivatives research 13 (2010) 2, pp. 177-217
Persistent link: https://www.econbiz.de/10008695491
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Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing
Vitiello, Luiz; Poon, Ser-Huang - In: Review of derivatives research 17 (2014) 2, pp. 241-259
Persistent link: https://www.econbiz.de/10010529622
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Valuation of American partial barrier options
Jun, Doobae; Ku, Hyejin - In: Review of derivatives research 16 (2013) 2, pp. 167-191
Persistent link: https://www.econbiz.de/10009774397
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On pricing options with stressed-beta in a reduced form model
Kim, Geonwoo; Lim, Hyuncheul; Lee, Sungchul - In: Review of derivatives research 18 (2015) 1, pp. 29-50
Persistent link: https://www.econbiz.de/10011414105
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Option pricing bounds and the elasticity of the pricing kernel
Huang, James - In: Review of derivatives research 7 (2004) 1, pp. 25-51
Persistent link: https://www.econbiz.de/10002012133
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Option pricing using a binomial model with random time steps (a formal model of gamma hedging)
Dengler, Heike - In: Review of derivatives research 1 (1996) 2, pp. 107-138
Persistent link: https://www.econbiz.de/10001218120
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An extended set of risk neutral valuation relationships for the pricing of contingent claims
Câmara, António - In: Review of derivatives research 3 (1999) 1, pp. 67-83
Persistent link: https://www.econbiz.de/10001445809
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The impact of the leverage effect on the implied volatility smile : evidence for the German option market
Rathgeber, A. W.; Stadler, Johannes; Stöckl, S. - In: Review of derivatives research 24 (2021) 2, pp. 95-133
Persistent link: https://www.econbiz.de/10012549093
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A recombining lattice option pricing model that relaxes the assumption of lognormality
Ji, Dasheng; Brorsen, B. Wade - In: Review of derivatives research 14 (2011) 3, pp. 349-367
Persistent link: https://www.econbiz.de/10009349984