Results 251 to 260 of about 14,899 (264)

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

Entropy, 2000
Michael Stützer
exaly  

Statistical Inference for Random-Variance Option Pricing

Journal of Business and Economic Statistics, 2000
Eric Renault
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, Shin-Yun Wang   +2 more
exaly  

An option-pricing look at the introduction of private labels

Journal of the Operational Research Society, 2000
I Horowitz
exaly  

Two-State Option Pricing

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

Option pricing formulas for uncertain financial market based on the exponential Ornstein–Uhlenbeck model

Journal of Intelligent Manufacturing, 2014
Zhiyong Huang
exaly  

Bivariate option pricing with copulas

Applied Mathematical Finance, 2002
exaly  

Options – II: Pricing of Options

2017
openaire   +1 more source

Constant elasticity of variance (CEV) option pricing model: Integration and detailed derivation

Mathematics and Computers in Simulation, 2008
exaly  

An empirical test of the variance gamma option pricing model

Pacific-Basin Finance Journal, 2002
exaly