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There are 7463553 results for: content related to: Single-Period Option Pricing

  1. Option Pricing in Continuous Time

    Financial Derivatives in Theory and Practice

    P. J. Hunt, J. E. Kennedy, Pages: 141–181, 2005

    Published Online : 28 JAN 2005, DOI: 10.1002/0470863617.ch7

  2. Option pricing by students and professional traders: a behavioural investigation

    Managerial and Decision Economics

    Volume 27, Issue 6, September 2006, Pages: 497–510, Klaus Abbink and Bettina Rockenbach

    Version of Record online : 18 SEP 2006, DOI: 10.1002/mde.1284

  3. Option pricing for the transformed-binomial class

    Journal of Futures Markets

    Volume 26, Issue 8, August 2006, Pages: 759–788, António Câmara and San-Lin Chung

    Version of Record online : 21 JUN 2006, DOI: 10.1002/fut.20218

  4. Arbitrage-free call option surface construction using regression splines

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 4, July/August 2015, Pages: 515–527, Greg Orosi

    Version of Record online : 20 JUN 2014, DOI: 10.1002/asmb.2045

  5. Interest Rate Option Pricing With Poisson-Gaussian Forward Rate Curve Processes

    Mathematical Finance

    Volume 1, Issue 4, October 1991, Pages: 77–94, Hiroshi Shirakawa

    Version of Record online : 6 DEC 2006, DOI: 10.1111/j.1467-9965.1991.tb00020.x

  6. Arbitrage Theory for the One-Period Model

    Financial Statistics and Mathematical Finance: Methods, Models and Applications

    Ansgar Steland, Pages: 45–77, 2012

    Published Online : 20 JUN 2012, DOI: 10.1002/9781118316443.ch2

  7. OPTION PRICING AND IMPLICIT VOLATILITIES

    Journal of Economic Surveys

    Volume 3, Issue 1, March 1989, Pages: 59–81, Robert A. Jarrow and James B. Wiggins

    Version of Record online : 27 OCT 2006, DOI: 10.1111/j.1467-6419.1989.tb00058.x

  8. No-Arbitrage Pricing

    Financial Derivatives: Pricing and Risk Management

    Robert W. Kolb, James A. Overdahl, Pages: 333–350, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118266403.ch24

  9. Example in Finance

    Introduction to Stochastic Analysis

    Vigirdas Mackevičius, Pages: 195–215, 2013

    Published Online : 23 APR 2013, DOI: 10.1002/9781118603338.ch12

  10. EQUITY CORRELATIONS IMPLIED BY INDEX OPTIONS: ESTIMATION AND MODEL UNCERTAINTY ANALYSIS

    Mathematical Finance

    Volume 23, Issue 3, July 2013, Pages: 496–530, Rama Cont and Romain Deguest

    Version of Record online : 3 FEB 2012, DOI: 10.1111/j.1467-9965.2011.00503.x

  11. OPTION PRICING BOUNDS AND THE PRICING OF BOND OPTIONS

    Journal of Business Finance & Accounting

    Volume 23, Issue 4, June 1996, Pages: 535–556, Bjarne Astrup Jensen and Jørgen Aase Nielsen

    Version of Record online : 7 DEC 2006, DOI: 10.1111/j.1468-5957.1996.tb01025.x

  12. ARBITRAGE-FREE MULTIFACTOR TERM STRUCTURE MODELS: A THEORY BASED ON STOCHASTIC CONTROL

    Mathematical Finance

    Volume 23, Issue 4, October 2013, Pages: 659–686, Andrea Gombani and Wolfgang J. Runggaldier

    Version of Record online : 19 JUN 2012, DOI: 10.1111/j.1467-9965.2012.00527.x

  13. Arbitrage Theory for the Multiperiod Model

    Financial Statistics and Mathematical Finance: Methods, Models and Applications

    Ansgar Steland, Pages: 147–175, 2012

    Published Online : 20 JUN 2012, DOI: 10.1002/9781118316443.ch4

  14. Option pricing with futures-style margining

    Journal of Futures Markets

    Volume 10, Issue 4, August 1990, Pages: 327–338, Derming Lieu

    Version of Record online : 25 AUG 2006, DOI: 10.1002/fut.3990100402

  15. THE RANGE OF TRADED OPTION PRICES

    Mathematical Finance

    Volume 17, Issue 1, January 2007, Pages: 1–14, Mark H. A. Davis and David G. Hobson

    Version of Record online : 14 DEC 2006, DOI: 10.1111/j.1467-9965.2007.00291.x

  16. Option Pricing Using the Martingale Approach with Polynomial Interpolation

    Journal of Futures Markets

    Volume 33, Issue 5, May 2013, Pages: 469–491, Ming-Chieh Wang, Li-Jhang Huang and Szu-Lang Liao

    Version of Record online : 14 MAY 2012, DOI: 10.1002/fut.21557

  17. Estimating the Binomial Tree

    Bond Evaluation, Selection, and Management, Second Edition

    R. Stafford Johnson, Pages: 487–514, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118267639.ch15

  18. Liquidity Risk and Classical Option Pricing Theory

    Liquidity Risk Measurement and Management: A practitioner's guide to global best practices

    Leonard Matz, Peter Neu, Pages: 360–375, 2012

    Published Online : 20 MAR 2012, DOI: 10.1002/9781118390399.ch16

  19. Option Pricing in Exponential Levy Models

    Financial Models with Lévy Processes and Volatility Clustering

    Svetlozar T. Rachev, Young Shin Kim, Michele Leonardo Bianchi, Frank J. Fabozzi, Pages: 141–168, 2011

    Published Online : 6 DEC 2011, DOI: 10.1002/9781118268070.ch7

  20. Viewpoint: Option prices, preferences, and state variables

    Canadian Journal of Economics/Revue canadienne d'économique

    Volume 38, Issue 1, February 2005, Pages: 1–27, René Garcia, Richard Luger and Éric Renault

    Version of Record online : 26 JAN 2005, DOI: 10.1111/j.0008-4085.2005.00266.x