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Polycentric Urban Development - The European option
2002Item does not contain ...
openaire +2 more sources
Conditions of equilibrium for European option
2015The article deals with the Black-Scholes model where parameters depend on the time and the environmental state, conditions under which the fair price of an option before and after averaging coincide are considered. Furthermore, the main mathematical characteristics for the fair price of the European call option under the finite discrete-time homogenous
Kotsiuba, I.B., Mazur, S.M.
openaire +1 more source
European option pricing under multifactor uncertain volatility model
Soft Computing, 2020Farshid Mehrdoust, Sabahat Hassanzadeh
exaly
Fuzzy simulation of European option pricing using sub-fractional Brownian motion
Chaos, Solitons and Fractals, 2021exaly
European option under a skew version of the GBM model with transaction costs by an RBF method
Journal of Statistical Computation and Simulation, 2021Ali Reza Najafi +2 more
exaly
Nonparametric predictive inference for European option pricing based on the binomial tree model
Journal of the Operational Research Society, 2019Ting He +2 more
exaly
Statistical Distributions, European Option, American Option, and Option Bounds
2020openaire +1 more source
European option pricing when the riskfree interest rate follows a jump process
Stochastic Models, 2000Hailiang Yang
exaly