Works matching DE "OPTIONS sales %26 prices (Finance)"
Results: 144
Estimating Parametric Models of Probability Distributions.
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- Methodology & Computing in Applied Probability, 2015, v. 17, n. 3, p. 823, doi. 10.1007/s11009-014-9409-4
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- Article
LSM Algorithm for Pricing American Option Under Heston-Hull-White's Stochastic Volatility Model.
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- Computational Economics, 2017, v. 50, n. 2, p. 173, doi. 10.1007/s10614-016-9598-8
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A Numerical Method to Approximate Multi-Asset Option Pricing Under Exponential Lévy Model.
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- Computational Economics, 2017, v. 50, n. 2, p. 189, doi. 10.1007/s10614-016-9605-0
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- Article
Adaptive Radial Basis Function Methods for Pricing Options Under Jump-Diffusion Models.
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- Computational Economics, 2016, v. 47, n. 4, p. 623, doi. 10.1007/s10614-016-9563-6
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- Article
The Greek parameters of a continuous arithmetic Asian option pricing model via Laplace Adomian decomposition method.
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- Open Physics, 2018, v. 16, n. 1, p. 780, doi. 10.1515/phys-2018-0097
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- Article
Option Pricing under Sign RCA-GARCH Models.
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- Dynamic Econometric Models, 2014, v. 14, p. 145, doi. 10.12775/DEM.2014.008
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- Article
Estimating the Parameters of Stochastic Volatility Models Using Option Price Data.
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- Journal of Business & Economic Statistics, 2015, v. 33, n. 4, p. 579, doi. 10.1080/07350015.2014.981634
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- Article
Option Pricing for Symmetric Lévy Returns with Applications.
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- Asia-Pacific Financial Markets, 2015, v. 22, n. 1, p. 27, doi. 10.1007/s10690-014-9192-9
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- Article
Dimension Reduction for Pricing Options Under Multidimensional Lévy Processes.
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- Asia-Pacific Financial Markets, 2015, v. 22, n. 1, p. 1, doi. 10.1007/s10690-014-9190-y
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- Article
Application of Homotopy Analysis Method to Option Pricing Under Lévy Processes.
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- Asia-Pacific Financial Markets, 2014, v. 21, n. 1, p. 1, doi. 10.1007/s10690-013-9175-2
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- Article
A Simplified Quadrature Approach for Computing Bermudan Option Prices.
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- International Review of Finance, 2016, v. 16, n. 4, p. 647, doi. 10.1111/irfi.12086
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- Article
Asymptotics of implied volatility to arbitrary order.
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- Finance & Stochastics, 2014, v. 18, n. 2, p. 349, doi. 10.1007/s00780-013-0223-6
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- Article
CARACTERIZACIÓN Y ESTIMACIÓN DEL RIESGO CAMBIARIO CREDITICIO EN ECONOMÍAS PARCIALMENTE DOLARIZADAS.
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- Revista de Economia, 2013, v. 20, n. 2, p. 61
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- Article
OPTIMAL STOPPING PROBLEMS IN DIFFUSION-TYPE MODELS WITH RUNNING MAXIMA AND DRAWDOWNS.
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- Journal of Applied Probability, 2014, v. 51, n. 3, p. 799, doi. 10.1239/jap/1409932675
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- Article
Application of Monte Carlo Simulation in the Assessment of European Call Options.
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- Iranian Journal of Management Studies, 2013, v. 6, n. 1, p. 9
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- Article
FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES.
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- International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 3, p. -1, doi. 10.1142/S0219024917500133
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- Article
PRICING AND HEDGING OF ENERGY SPREAD OPTIONS AND VOLATILITY MODULATED VOLTERRA PROCESSES.
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- International Journal of Theoretical & Applied Finance, 2016, v. 19, n. 1, p. -1, doi. 10.1142/S0219024916500023
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HIGH ORDER SPLITTING METHODS FOR FORWARD PDEs AND PIDEs.
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- International Journal of Theoretical & Applied Finance, 2015, v. 18, n. 5, p. -1, doi. 10.1142/S0219024915500314
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- Article
AMERICAN OPTIONS WITH GRADUAL EXERCISE UNDER PROPORTIONAL TRANSACTION COSTS.
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- International Journal of Theoretical & Applied Finance, 2014, v. 17, n. 8, p. -1, doi. 10.1142/S0219024914500526
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- Article
METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES.
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- International Journal of Theoretical & Applied Finance, 2014, v. 17, n. 5, p. 1, doi. 10.1142/S0219024914500332
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- Article
TWO PROCESSES FOR TWO PRICES.
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- International Journal of Theoretical & Applied Finance, 2014, v. 17, n. 1, p. 1, doi. 10.1142/S0219024914500058
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AUTOMATED OPTION PRICING: NUMERICAL METHODS.
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- International Journal of Theoretical & Applied Finance, 2013, v. 16, n. 8, p. 1, doi. 10.1142/S0219024913500428
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A SIMPLE TIME-CONSISTENT MODEL FOR THE FORWARD DENSITY PROCESS.
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- International Journal of Theoretical & Applied Finance, 2013, v. 16, n. 8, p. 1, doi. 10.1142/S0219024913500489
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- Article
NUMERICAL SCHEMES FOR OPTION PRICING IN REGIME-SWITCHING JUMP DIFFUSION MODELS.
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- International Journal of Theoretical & Applied Finance, 2013, v. 16, n. 8, p. 1, doi. 10.1142/S0219024913500465
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- Article
R-2GAM stochastic volatility model: flexibility and calibration.
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- Review of Quantitative Finance & Accounting, 2015, v. 45, n. 3, p. 463, doi. 10.1007/s11156-014-0443-7
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- Article
A NOVEL METHOD FOR PREDICTION OF OPTION PRICING FOR A MARKET MODEL.
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- Economic Computation & Economic Cybernetics Studies & Research, 2013, v. 47, n. 4, p. 1
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Power option pricing of the continuous dividend payment model with jump-diffusion.
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- Journal of Zhengzhou University of Light Industry, Natural Science Edition, 2014, v. 29, n. 6, p. 103, doi. 10.3969/j.issn.2095-476X.2014.06.023
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Option pricing in an exponential MixedTS Lévy process.
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- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 353, doi. 10.1007/s10479-016-2180-x
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- Article
On the methods of pricing American options: case study.
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- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 79, doi. 10.1007/s10479-016-2267-4
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- Article
Can Chinese Stock Index Future and Spot Markets Influence Each Other's Volatility? Evidence from Both Conditional Volatility and Realized Volatility.
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- Journal of Alternative Investments, 2015, v. 18, n. 1, p. 37, doi. 10.3905/jai.2015.18.1.037
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Cover.
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- Review of Financial Studies, 2013, v. 26, n. 3, p. i1, doi. 10.1093/rfs/hhs140
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- Article
Using Option Prices to Infer Overpayments and Synergies in M&A Transactions.
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- Review of Financial Studies, 2013, v. 26, n. 3, p. 695, doi. 10.1093/rfs/hhs119
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Volume 26 Number 3 March 2013The Review of Financial Studies - Table of Contents.
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- 2013
- Publication type:
- Table of Contents
Does the Hurst index matter for option prices under fractional volatility?
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- Annals of Finance, 2017, v. 13, n. 1, p. 55, doi. 10.1007/s10436-016-0289-1
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- Article
Pricing and managing risks of European-style options in a Markovian regime-switching binomial model.
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- Annals of Finance, 2013, v. 9, n. 3, p. 421, doi. 10.1007/s10436-012-0192-3
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- Article
Informed short sales and option introductions.
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- Annals of Finance, 2013, v. 9, n. 3, p. 365, doi. 10.1007/s10436-012-0190-5
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- Article
A numerical method for pricing European options with proportional transaction costs.
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- Journal of Global Optimization, 2014, v. 60, n. 1, p. 59, doi. 10.1007/s10898-014-0155-5
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- Article
A Study on Optimal Multiple Stopping and Swing Options Pricing.
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- Ganit: Journal of Bangladesh Mathematical Society, 2020, v. 40, n. 2, p. 145, doi. 10.3329/ganit.v40i2.51317
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- Article
A Comparative Study between Implicit and Crank-Nicolson Finite Difference Method for Option Pricing.
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- Ganit: Journal of Bangladesh Mathematical Society, 2020, n. 40, p. 13, doi. 10.3329/ganit.v40i1.48192
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- Article
The Information Content of Option Prices: Evidence from S&P 500 Index Options.
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- Management Science & Financial Engineering, 2015, v. 21, n. 2, p. 13, doi. 10.7737/MSFE.2015.21.2.013
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- Article
The Value and Use of the IRA Recharacterization Option.
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- Financial Analysts Journal, 2013, v. 69, n. 5, p. 61, doi. 10.2469/faj.v69.n5.3
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- Article
Trading Relative Performance with Alpha Indexes.
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- Financial Analysts Journal, 2011, v. 67, n. 6, p. 77, doi. 10.2469/faj.v67.n6.4
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- Article
An Analytical Approximation for Option Price under the Affine GARCH Model - A Comparison with the Closed-Form Solution of Heston-Nandi.
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- International Journal of Financial Management, 2017, v. 7, n. 1, p. 32
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- Article
The Dangers of Calibration and Hedging the Greeks in Option Pricing.
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- Journal of Financial Education, 2012, v. 38, n. 1/2, p. 1
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- Article
A Gaussian semi-parametric implied volatility model.
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- Journal of Algorithms & Computational Technology, 2017, v. 11, n. 3, p. 246, doi. 10.1177/1748301817709602
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- Article
Analytical Solutions of the Black-Scholes Pricing Model for European Option Valuation via a Projected Differential Transformation Method.
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- Entropy, 2015, v. 17, n. 11, p. 7510, doi. 10.3390/e17117510
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Assessing the quality of volatility estimators via option pricing.
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- Studies in Nonlinear Dynamics & Econometrics, 2014, v. 18, n. 2, p. 103, doi. 10.1515/snde-2012-0075
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- Article
Speed and biases of Fourier-based pricing choices: a numerical analysis.
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- International Journal of Computer Mathematics, 2018, v. 95, n. 8, p. 1565, doi. 10.1080/00207160.2017.1322691
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- Article
A boundary element approach to barrier option pricing in Black–Scholes framework.
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- International Journal of Computer Mathematics, 2016, v. 93, n. 4, p. 696, doi. 10.1080/00207160.2015.1020304
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- Article
Numerical analysis for Spread option pricing model of markets with finite liquidity: first-order feedback model.
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- International Journal of Computer Mathematics, 2014, v. 91, n. 12, p. 2603, doi. 10.1080/00207160.2014.887274
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- Article