Results 241 to 250 of about 326,715 (285)

Option Pricing

2022
W. Brent Lindquist, Svetlozar T. Rachev, Yuan Hu, Abootaleb Shirvani   +3 more
  +4 more sources

Option pricing

This thesis focuses on improving option pricing by addressing the weaknesses of the Black-Scholes model, which assumes constant volatility and a specific return distribution. The main goal is to explore two alternative methods using scenario trees, which model possible future asset prices in a flexible and realistic way.
openaire   +1 more source

Two-State Option Pricing

The Journal of Finance, 1979
Rendleman, Richard J, Jr, Bartter, Brit J   +1 more
openaire   +1 more source

DeepOption: A novel option pricing framework based on deep learning with fused distilled data from multiple parametric methods

Information Fusion, 2021
Jungeun Kim, Ha Young Kim
exaly  

OPTION PRICING BOUNDS AND THE PRICING OF BOND OPTIONS

Journal of Business Finance & Accounting, 1996
Astrup Jensen, Bjarne, Aase Nielsen, Jørgen   +1 more
openaire   +2 more sources

Option Pricing Nikolaos Halidias Option Pricing

2023
openaire   +1 more source

Option pricing of carbon asset and its application in digital decision-making of carbon asset

Applied Energy, 2022
Yue Liu, Lixin Tian, Huaping Sun
exaly  

Dark wave, rogue wave and perturbation solutions of Ivancevic option pricing model

Nonlinear Dynamics, 2021
Yu-Qiong Chen, Jalil Manafian, Hadi ezzatzadeh   +2 more
exaly  

Soliton theory and modulation instability analysis: The Ivancevic option pricing model in economy

AEJ - Alexandria Engineering Journal, 2022
Wei Gao, Esin İlhan
exaly  

Empirical Performance of Alternative Option Pricing Models

Journal of Finance, 1997
Gurdip Bakshi, Charles Cao, Zhiwu Chen
exaly   +2 more sources