Equilibrium asset pricing with short rate risk

JOURNAL ARTICLE published 21 April 2024 in Decisions in Economics and Finance

Authors: Alessandro Sbuelz

The Cox, Ross and Rubinstein model

OTHER published 31 December 2018 in Financial Markets for Commodities

Authors: Christophe Doursat | Joël Priolon

Option Markets.

JOURNAL ARTICLE published June 1986 in The Journal of Finance

Authors: Robert Geske | John Cox | Mark Rubinstein

Tests of the efficiency of the U.S. rights offering market: An option pricing approach

JOURNAL ARTICLE published May 1996 in Review of Quantitative Finance and Accounting

Authors: Sung C. Bae | Haim Levy

The Greeks

OTHER published 2 January 2012 in Option Pricing Models and Volatility Using Excel®‐VBA

A mixed PDE-Monte Carlo approach for pricing credit default index swaptions

JOURNAL ARTICLE published November 2006 in Decisions in Economics and Finance

Authors: Vlad Bally | Lucia Caramellino | Antonino Zanette

The Cox-Ross-Rubinstein Model

BOOK CHAPTER published 1997 in Martingale Methods in Financial Modelling

Authors: Marek Musiela | Marek Rutkowski

Binomial option pricing with stochastic parameters: A beta distribution approach

JOURNAL ARTICLE published December 1991 in Review of Quantitative Finance and Accounting

Authors: Jack C. Lee | Cheng F. Lee | K. C. John Wei

Storage Costs in Commodity Option Pricing

JOURNAL ARTICLE published January 2010 in SIAM Journal on Financial Mathematics

Authors: Juri Hinz | Max Fehr

Theory of rational option pricing

BOOK CHAPTER published July 2005 in Theory of Valuation

Authors: Robert C. Merton

Jump-diffusion option pricing with non-IID jumps

JOURNAL ARTICLE published 9 March 2024 in International Journal of Financial Engineering

Authors: Lin Zou | António Câmara | Weiping Li

A comparison of option pricing models

JOURNAL ARTICLE published June 2017 in International Journal of Financial Engineering

Authors: Elham Dastranj | Roghaye Latifi

A Lattice Framework with Smooth Convergence for Pricing Real Estate Derivatives with Stochastic Interest Rate

JOURNAL ARTICLE published August 2017 in The Journal of Real Estate Finance and Economics

Research funded by National Natural Science Foundation of China (71231005) | Research Fund for the Doctoral Program of Higher Education of China (20110142110068)

Authors: Dong Zou | Pu Gong

An option pricing approach to corporate dividends and the capital investment financing decision

JOURNAL ARTICLE published October 2019 in Review of Financial Economics

Authors: Don M. Chance

Conclusions

BOOK CHAPTER published 2019 in Stochastic Dominance Option Pricing

Authors: Stylianos Perrakis

Asymptotic asset pricing and bubbles

JOURNAL ARTICLE published March 2018 in Mathematics and Financial Economics

Research funded by Canadian Network for Research and Innovation in Machining Technology, Natural Sciences and Engineering Research Council of Canada (573361)

Authors: Alexandre Roch

4. A simplified theoretical model

BOOK CHAPTER published 31 December 1979 in Fiscal Transfer Pricing in Multinational Corporations

The binomial option pricing model: The trouble with dividends

JOURNAL ARTICLE published December 2023 in International Journal of Financial Engineering

Research funded by Social Sciences and Humanities Research Council of Canada (435-2016-1502)

Authors: Yisong S. Tian

On the Relation Between Binomial and Trinomial Option Pricing Models

JOURNAL ARTICLE published 30 November 2000 in The Journal of Derivatives

Authors: Mark Rubinstein

An Efficient Transform Method for Asian Option Pricing

JOURNAL ARTICLE published January 2016 in SIAM Journal on Financial Mathematics

Authors: J. Lars Kirkby