Results 291 to 297 of about 5,587,958 (297)

On the Price of European Call Option Based on the Black Scholes Model with Fuzzy Number Coefficients

2018
Guixiang Wang
exaly  

A two-step problem of hedging a European call option under a random duration of transactions

Proceedings of the Steklov Institute of Mathematics, 2017
A I Kibzun
exaly  

Closed-form interpolation-based formulas for European call options written on defaultable assets

Journal of Asset Management, 2015
Greg Orosi
exaly  

Robust numerical algorithm to the European option with illiquid markets

Applied Mathematics and Computation, 2020
exaly  

Excursus: The Density of the Underlying of a European Call Option

Christian Fries
exaly  

Efficient analytic approximation of the optimal hedging strategy for a European call option with transaction costs

Quantitative Finance, 2006
exaly  

A Simulation Model for Delta Hedging – European Call Options

2015
openaire   +1 more source