The Cox—Ross—Rubinstein Model

BOOK CHAPTER published 2003 in Mathematical Finance and Probability

Authors: J. C. Cox | S. A. Ross | M. Rubinstein

Pricing European options in complete markets. The binomial model and the Cox-Ross-Rubinstein formula

BOOK CHAPTER published 21 April 1999 in Translations of Mathematical Monographs

Variations of the Cox-Ross-Rubinstein model - conservative pricing strategies

JOURNAL ARTICLE published 1 July 2001 in Mathematical Methods of Operations Research (ZOR)

Authors: Marcus Wrede | Norbert Schmitz

The Black—Scholes Formula

BOOK CHAPTER published 2003 in Mathematical Finance and Probability

Authors: J. C. Cox | S. A. Ross | M. Rubinstein

Multi-Asset Option Pricing

BOOK CHAPTER published July 2005 in Mathematical Modeling and Methods of Option Pricing

A Nonstandard Approach to Option Pricing

JOURNAL ARTICLE published October 1991 in Mathematical Finance

Authors: Nigel Cutland | Ekkehard Kopp | Walter Willinger

European Option Pricing—Black-Scholes Formula

BOOK CHAPTER published July 2005 in Mathematical Modeling and Methods of Option Pricing

American Option Pricing and Optimal Exercise Strategy

BOOK CHAPTER published July 2005 in Mathematical Modeling and Methods of Option Pricing

Leland's Approach to Option Pricing: The Evolution of a Discontinuity

JOURNAL ARTICLE published July 2001 in Mathematical Finance

Authors: Peter Grandits | Werner Schachinger

Binomial Tree Methods — Discrete Models of Option Pricing

BOOK CHAPTER published July 2005 in Mathematical Modeling and Methods of Option Pricing

Option pricing models without probability: a rough paths approach

JOURNAL ARTICLE published October 2021 in Mathematical Finance

Research funded by Engineering and Physical Sciences Research Council (EP/S026347/1)

Authors: John Armstrong | Claudio Bellani | Damiano Brigo | Thomas Cass

A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes

JOURNAL ARTICLE published 2016 in Journal of Mathematical Finance

Authors: Raj Jagannathan

Recent Developments in Fuzzy Sets Approach in Option Pricing

JOURNAL ARTICLE published 2013 in Journal of Mathematical Finance

Authors: Srimantoorao S. Appadoo | Aerambamoorthy Thavaneswaran

Invariant criteria for the zero-coupon bond pricing Vasicek and Cox-Ingersoll-Ross Models

JOURNAL ARTICLE published 25 April 2017 in New Trends in Mathematical Science

Authors: Ahmet Bakkaloglu | Taha Aziz | F.M. Mahomed

3. The classical theory of option pricing

BOOK CHAPTER published 24 January 2019 in Mathematical Finance: A Very Short Introduction

Authors: Mark H. A. Davis

The Cox–Ross–Rubinstein Binomial Model

BOOK CHAPTER published 2015 in Springer Texts in Business and Economics

Authors: Igor V. Evstigneev | Thorsten Hens | Klaus Reiner Schenk-Hoppé

Some Lookback Option Pricing Problems

PROCEEDINGS ARTICLE published December 2001 in Recent Developments in Mathematical Finance

Authors: Xin Guo

A comprehensive mathematical approach to exotic option pricing

JOURNAL ARTICLE published 30 July 2012 in Mathematical Methods in the Applied Sciences

Authors: Rossella Agliardi

Kepler’s Conics

OTHER published 1979 in Mathematical Plums

THE GARCH OPTION PRICING MODEL

JOURNAL ARTICLE published January 1995 in Mathematical Finance

Authors: Jin‐Chuan Duan