The price discovery of day trading activities in futures market.
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- Review of Derivatives Research, 2014, v. 17, n. 2, p. 217, doi. 10.1007/s11147-014-9096-x
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- Article
Works matching IS 13806645 AND DT 2014 AND VI 17 AND IP 2
Results: 5
1
2
Efficiently pricing double barrier derivatives in stochastic volatility models.
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- Review of Derivatives Research, 2014, v. 17, n. 2, p. 191, doi. 10.1007/s11147-013-9094-4
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- Publication type:
- Article
3
Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing.
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- Review of Derivatives Research, 2014, v. 17, n. 2, p. 241, doi. 10.1007/s11147-013-9093-5
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- Publication type:
- Article
4
Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme.
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- Review of Derivatives Research, 2014, v. 17, n. 2, p. 161, doi. 10.1007/s11147-013-9095-3
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- Publication type:
- Article
5
A closed-form solution for options with ambiguity about stochastic volatility.
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- Review of Derivatives Research, 2014, v. 17, n. 2, p. 125, doi. 10.1007/s11147-014-9097-9
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- Publication type:
- Article