Theories of More-Rational Option Pricing—Simplified

JOURNAL ARTICLE published 2024 in SSRN Electronic Journal

Authors: Henry Wurts

Stochastic Dominance Option Pricing I: The Frictionless Case

BOOK CHAPTER published 2019 in Stochastic Dominance Option Pricing

Authors: Stylianos Perrakis

Displaced Diffusion Option Pricing

JOURNAL ARTICLE published March 1983 in The Journal of Finance

Authors: Mark Rubinstein

Discrete Option Pricing: A Simplified Exposition (Part II)

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Joseph Tham

Discrete Option Pricing: A Simplified Exposition (Part I)

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Joseph Tham

Privatization of businesses and flexible investment: a real option approach

JOURNAL ARTICLE published May 2012 in Decisions in Economics and Finance

Authors: Walailuck Chavanasporn | Christian-Oliver Ewald

A SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORY

JOURNAL ARTICLE published May 1976 in The Journal of Finance

Authors: John C. Cox | Stephen A. Ross

Option Pricing beyond Black-Scholes Model: Quantum Mechanics Approach

JOURNAL ARTICLE published 30 October 2020 in Journal of Economic Science Research

Authors: Pengpeng Li | Shidong Liang

An improved combinatorial approach for pricing Parisian options

JOURNAL ARTICLE published May 2010 in Decisions in Economics and Finance

Authors: Yuh-Dauh Lyuu | Cheng-Wei Wu

Developing a Risk-Based Approach for American Basket Option Pricing

JOURNAL ARTICLE published April 2019 in Computational Economics

Authors: Ehsan Hajizadeh | Masoud Mahootchi

Option-implied filtering: evidence from the GARCH option pricing model

JOURNAL ARTICLE published April 2020 in Review of Quantitative Finance and Accounting

Authors: Bingxin Li

Analytical Option Pricing Methods

BOOK CHAPTER published in Java Methods for Financial Engineering

Authors: Philip Barker

A New Stable Local Radial Basis Function Approach for Option Pricing

JOURNAL ARTICLE published February 2017 in Computational Economics

Authors: A. Golbabai | E. Mohebianfar

First-order calculus and option pricing

JOURNAL ARTICLE published March 2014 in Journal of Financial Engineering

Authors: Peter Carr

A nonparametric approach to American option pricing

DISSERTATION published

Authors: Trent Andrew. Carmichael

Cox-Ross-Rubinstein-Modell

BOOK CHAPTER published 2017 in Finanzmathematik in diskreter Zeit

Authors: Nicole Bäuerle | Ulrich Rieder

Correlation

OTHER published 2 January 2012 in Option Trading

Stochastic Dominance Option Pricing

BOOK published 2019

Authors: Stylianos Perrakis

BAYESIAN INFERENCE, PRIOR INFORMATION ON VOLATILITY, AND OPTION PRICING: A MAXIMUM ENTROPY APPROACH

JOURNAL ARTICLE published January 2005 in International Journal of Theoretical and Applied Finance

Authors: FRANCISCO VENEGAS-MARTÍNEZ

Displaced Diffusion Option Pricing

JOURNAL ARTICLE published March 1983 in The Journal of Finance

Authors: MARK RUBINSTEIN