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The Cox-Ross-Rubinstein Model

BOOK CHAPTER published 2012 in Springer Undergraduate Mathematics Series

Authors: Nigel J. Cutland | Alet Roux

https://doi.org/10.1007/978-1-4471-4408-3_6 Actions

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

https://doi.org/10.1007/978-3-319-16571-4_13 Actions

Option Pricing

BOOK CHAPTER published in Springer Undergraduate Mathematics Series

https://doi.org/10.1007/1-85233-846-6_8 Actions

PDE and Martingale Methods in Option Pricing

BOOK published 2011 in Bocconi & Springer Series

Authors: Andrea Pascucci

https://doi.org/10.1007/978-88-470-1781-8 Actions

Option Pricing Models: Black–Scholes–Merton Formulation and Martingale Pricing Theory

BOOK CHAPTER published in Springer Finance

https://doi.org/10.1007/978-3-540-68688-0_3 Actions

Equilibrium

BOOK CHAPTER published 2018 in Continuous-Time Asset Pricing Theory

Authors: Robert A. Jarrow

https://doi.org/10.1007/978-3-319-77821-1_13 Actions

Structural Option Pricing

BOOK CHAPTER published in Springer Finance

https://doi.org/10.1007/978-1-84628-696-4_12 Actions

Fundamentals of Option Pricing

BOOK CHAPTER published in Springer Finance

https://doi.org/10.1007/978-1-84628-696-4_10 Actions

Non-structural Option Pricing

BOOK CHAPTER published in Springer Finance

https://doi.org/10.1007/978-1-84628-696-4_11 Actions

An Interpolation-Based Approach to American Put Option Pricing

BOOK CHAPTER published 2017 in Springer Proceedings in Mathematics & Statistics

Authors: Greg Orosi

https://doi.org/10.1007/978-3-319-46310-0_10 Actions

Derivatives and arbitrage pricing

BOOK CHAPTER published 2011 in PDE and Martingale Methods in Option Pricing

Authors: Andrea Pascucci

https://doi.org/10.1007/978-88-470-1781-8_1 Actions

It Takes Two: Option Pricing in the Binomial Model

BOOK CHAPTER published 2021 in Money and Mathematics

Authors: Ralf Korn | Bernd Luderer

https://doi.org/10.1007/978-3-658-34677-5_44 Actions

Finance: ‘Risk-Free’ Trading and Option Pricing

BOOK CHAPTER published 2000 in Springer Texts in Statistics

Authors: Peter Whittle

https://doi.org/10.1007/978-1-4612-0509-8_13 Actions

Continuous-Time Asset Pricing Theory

BOOK published 2021 in Springer Finance

Authors: Robert A. Jarrow

https://doi.org/10.1007/978-3-030-74410-6 Actions

Continuous-Time Asset Pricing Theory

BOOK published 2018 in Springer Finance

Authors: Robert A. Jarrow

https://doi.org/10.1007/978-3-319-77821-1 Actions

Asymptotic Analysis of Option Pricing Functions

BOOK CHAPTER published 2012 in Springer Finance

Authors: Archil Gulisashvili

https://doi.org/10.1007/978-3-642-31214-4_8 Actions

Fourier methods

BOOK CHAPTER published 2011 in PDE and Martingale Methods in Option Pricing

Authors: Andrea Pascucci

https://doi.org/10.1007/978-88-470-1781-8_15 Actions

Option Pricing

BOOK CHAPTER published 2013 in Springer Finance

Authors: Gilles Zumbach

https://doi.org/10.1007/978-3-642-31742-2_16 Actions

Numerical methods

BOOK CHAPTER published 2011 in PDE and Martingale Methods in Option Pricing

Authors: Andrea Pascucci

https://doi.org/10.1007/978-88-470-1781-8_12 Actions

Brownian integration

BOOK CHAPTER published 2011 in PDE and Martingale Methods in Option Pricing

Authors: Andrea Pascucci

https://doi.org/10.1007/978-88-470-1781-8_4 Actions
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