Results 111 to 118 of about 67,195,749 (118)

Robust numerical algorithm to the European option with illiquid markets

Applied Mathematics and Computation, 2020
exaly  

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

Journal of Asset Management, 2015
Greg Orosi
exaly  

Pricing European Call Currency Option Based on Fuzzy Estimators ()

Applied Mathematics, 2011
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  

Hedging of the Barrier Put Option in a Diffusion (B, S) – Market in case of Dividends Payment on a Risk Active

IFAC-PapersOnLine, 2015
exaly  

Hedging of the European Option with Nonsmooth Payment Function

Ukrainian Mathematical Journal, 2018
exaly  

Robust European Call Option Pricing via Linear Regression

exaly