Results 241 to 250 of about 915,119 (255)

ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications

Management Science, 2004
Jerome Detemple, Mark Nathan Broadie
exaly  

Asian-barrier option pricing formulas of uncertain financial market

Chaos, Solitons and Fractals, 2019
Zhiqiang Zhang, Xiangfeng Yang
exaly  

Option pricing for GARCH-type models with generalized hyperbolic innovations

Quantitative Finance, 2012
Florian ielpo, Dominique Guegan, Christophe Chorro   +2 more
exaly  

Statistical Inference for Random-Variance Option Pricing

Journal of Business and Economic Statistics, 2000
Nizar Touzi, Eric Renault
exaly  

A value-based approach to option pricing: The case of supply chain options

International Journal of Production Economics, 2013
Lijun Ma, Yingxue Zhao
exaly  

Simple Entropic Derivation of a Generalized Black-Scholes Option Pricing Model

Entropy, 2000
Michael Stutzer
exaly  

A new application of fuzzy set theory to the Black–Scholes option pricing model

Expert Systems With Applications, 2005
Gwo-Hshiung Tzeng, Cheng-Few Lee
exaly  

An option-pricing look at the introduction of private labels

Journal of the Operational Research Society, 2000
I Horowitz
exaly  

An option pricing approach to evaluating petroleum projects

Energy Economics, 1988
exaly  

A new sampling strategy willow tree method with application to path-dependent option pricing

Quantitative Finance, 2013
Zhiwu Hong
exaly