Results 351 to 360 of about 3,219,035 (362)

Efficient Option Pricing by Frame Duality with the Fast Fourier Transform

SIAM Journal on Financial Mathematics, 2015
J. Kirkby
semanticscholar   +1 more source

Option pricing for an uncertain stock model with jumps

Soft Computing - A Fusion of Foundations, Methodologies and Applications, 2015
Xiaoyu Ji, Jian Zhou
semanticscholar   +1 more source

Option Pricing

2005
openaire   +1 more source

Robust option pricing

European Journal of Operational Research, 2014
Chaithanya Bandi, D. Bertsimas
semanticscholar   +1 more source

Option pricing

1998
openaire   +3 more sources

THE GARCH OPTION PRICING MODEL

, 1995
J. Duan
semanticscholar   +1 more source

GARCH Option Pricing Models, the CBOE VIX, and Variance Risk Premium

, 2013
Jinji Hao, Jin E. Zhang
semanticscholar   +1 more source

Option pricing

Financial Risk Management and Derivative Instruments, 2014
Michael Dempsey
semanticscholar   +1 more source

Nonlinear Option Pricing

, 2013
Julien Guyon, P. Henry-Labordère
semanticscholar   +1 more source

Telegraph Processes and Option Pricing

, 2013
A. Kolesnik, N. Ratanov
semanticscholar   +1 more source