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Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger - 1997
Persistent link: https://www.econbiz.de/10000959999
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Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633272
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The pricing kernel density : the case of the information that did not bark
Sala, Carlo; Barone-Adesi, Giovanni - 2015
Persistent link: https://www.econbiz.de/10011506353
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Building a boundary object : the evolution of financial risk management
Millo, Yuval (contributor); Mackkenzie, Donald (contributor) - 2007
Persistent link: https://www.econbiz.de/10003594371
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Construction and interpretation of model-free implied volatility
Andersen, Torben; Bondarenko, Oleg - 2007
Persistent link: https://www.econbiz.de/10003556632
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Self-pricing options
Edelman, David - 2023
Persistent link: https://www.econbiz.de/10014477093
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Uncertain parameters, an empirical stochastic volatility model and confidence limits
Oztukel, Asli; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582829
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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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Endogenous option pricing
Gamba, Andrea; Saretto, Alessio - 2022
Persistent link: https://www.econbiz.de/10013170529
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The valuation of share ratio contracts
Handley, John C. - 1995
Persistent link: https://www.econbiz.de/10000943519