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Valuation of certificates on a straddle with forward start : theory and evidence

Hernández, Rodrigo; Shao, Yinying - In: Theoretical economics letters 4 (2014) 5, pp. 341-349

Persistent link: https://www.econbiz.de/10010422844

Model risk and model choice in the case of barrier options and bonus certificates

Baule, Rainer; Shkel, David Sebastian - In: Journal of banking & finance 133 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10013256692

Financial engineering with options and its implementation for issuing of new financial innovations

Bobriková, Martina; Harčariková, Monika - In: Montenegrin journal of economics 13 (2017) 3, pp. 7-18

Persistent link: https://www.econbiz.de/10012008986

Pricing multiple barrier derivatives under stochastic volatility

Escobar, Marcos; Panz, Sven; Zagst, Rudi - In: The journal of computational finance 24 (2020) 2, pp. 77-101

Persistent link: https://www.econbiz.de/10012543622

Leverage certificates : a case of innovative financial engineering

Hernández, Rodrigo; Shao, Yingying; Liu, Pu - In: Review of economics & finance 9 (2017) 3, pp. 71-82

Persistent link: https://www.econbiz.de/10011718774

Forward equations for option prices in semimartingale models

Bentata, Amel; Cont, Rama - In: Finance and stochastics 19 (2015) 3, pp. 617-651

Persistent link: https://www.econbiz.de/10011418317

Further evidence on pricing Indian stock call options using Black-Scholes option pricing model

Nagendran, R.; Venkateswar, Sankaran - In: Research bulletin / The Institute of Cost Accountants … 39 (2014), pp. 185-195

Persistent link: https://www.econbiz.de/10011420273

Options with extreme strikes

Zhu, Lingjiong - In: Risks : open access journal 3 (2015) 3, pp. 234-249

In this short paper, we study the asymptotics for the price of call options for very large strikes and put options for very small strikes. The stock price is assumed to follow the Black-Scholes models. We analyze European, Asian, American, Parisian and perpetual options and conclude that the...

Persistent link: https://www.econbiz.de/10011300319

Option pricing with economic feasibility

Yu, Yi-jang - In: Modern economy 4 (2013) 1, pp. 73-76

Persistent link: https://www.econbiz.de/10010201966

Explicit approximations of multi-asset option prices including Greeks

Börger, Reik H. - In: International Journal of Portfolio Analysis and Management 1 (2014) 4, pp. 314-329

Persistent link: https://www.econbiz.de/10010472815

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