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There are 26169 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. INCOMPLETE MARKETS IN INFINITE HORIZON: DEBT CONSTRAINTS VERSUS NODE PRICES

    Mathematical Finance

    Volume 6, Issue 2, April 1996, Pages: 167–196, Monique Florenzano and Pascal Gourdel

    Article first published online : 6 DEC 2006, DOI: 10.1111/j.1467-9965.1996.tb00076.x

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

    Applied Stochastic Models in Business and Industry

    Greg Orosi

    Article first published online : 20 JUN 2014, DOI: 10.1002/asmb.2045

  4. NO-ARMAGEDDON MEASURE FOR ARBITRAGE-FREE PRICING OF INDEX OPTIONS IN A CREDIT CRISIS

    Mathematical Finance

    Volume 21, Issue 4, October 2011, Pages: 573–593, Massimo Morini and Damiano Brigo

    Article first published online : 19 OCT 2010, DOI: 10.1111/j.1467-9965.2010.00444.x

  5. 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

  6. 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

  7. Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs

    Mathematical Finance

    Volume 12, Issue 1, January 2002, Pages: 89–97, SHUNMING ZHANG, CHUNLEI XU and XIAOTIE DENG

    Article first published online : 7 MAR 2003, DOI: 10.1111/1467-9965.00006

  8. You have free access to this content
    ON THE LOWER ARBITRAGE BOUND OF AMERICAN CONTINGENT CLAIMS

    Mathematical Finance

    Volume 24, Issue 1, January 2014, Pages: 147–155, Beatrice Acciaio and Gregor Svindland

    Article first published online : 14 JUN 2012, DOI: 10.1111/j.1467-9965.2012.00519.x

  9. 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

    Article first published online : 19 JUN 2012, DOI: 10.1111/j.1467-9965.2012.00527.x

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

    Mathematical Finance

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

    Article first published online : 6 DEC 2006, DOI: 10.1111/j.1467-9965.1991.tb00020.x

  11. Essential Classes of Interest Rate Models and Their Use

    Chapter

    Encyclopedia of Financial Models

    Peter Fitton and James F. McNatt

    Published Online : 15 DEC 2012, DOI: 10.1002/9781118182635.efm0125

  12. A remark on the set of arbitrage-free prices in a multi-period model

    International Journal of Economic Theory

    Volume 9, Issue 1, March 2013, Pages: 35–43, Bernard Cornet and Abhishek Ranjan

    Article first published online : 21 MAR 2013, DOI: 10.1111/j.1742-7363.2013.12004.x

  13. Contingent Claim Pricing Using a Normal Inverse Gaussian Probability Distortion Operator

    Journal of Risk and Insurance

    Volume 79, Issue 3, September 2012, Pages: 841–866, Frédéric Godin, Silvia Mayoral and Manuel Morales

    Article first published online : 4 JAN 2012, DOI: 10.1111/j.1539-6975.2011.01445.x

  14. 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

    Article first published online : 18 SEP 2006, DOI: 10.1002/mde.1284

  15. DO ARBITRAGE-FREE PRICES COME FROM UTILITY MAXIMIZATION?

    Mathematical Finance

    Pietro Siorpaes

    Article first published online : 20 MAY 2014, DOI: 10.1111/mafi.12066

  16. AN ARBITRAGE INTERPRETATION OF CLASSICAL OPTIMIZATION

    Metroeconomica

    Volume 41, Issue 3, October 1990, Pages: 259–276, David P. Ellerman

    Article first published online : 28 JUL 2006, DOI: 10.1111/j.1467-999X.1990.tb00469.x

  17. De-arbitraging With a Weak Smile: Application to Skew Risk

    Wilmott

    Volume 2013, Issue 64, March 2013, Pages: 40–49, Babak Mahdavi Damghani and Andrew Kos

    Article first published online : 26 JUL 2013, DOI: 10.1002/wilm.10201

  18. You have free access to this content
    An arbitrage-free generalized Nelson–Siegel term structure model

    The Econometrics Journal

    Volume 12, Issue 3, November 2009, Pages: C33–C64, Jens H. E. Christensen, Francis X. Diebold and Glenn D. Rudebusch

    Article first published online : 24 NOV 2009, DOI: 10.1111/j.1368-423X.2008.00267.x

  19. Exchange Options

    Standard Article

    Encyclopedia of Quantitative Finance

    Farshid Jamshidian

    Published Online : 15 MAY 2010, DOI: 10.1002/9780470061602.eqf05005

  20. General Principles of Bond Valuation

    Chapter

    Handbook of Finance

    Frank J. Fabozzi and Steven V. Mann

    Published Online : 15 SEP 2008, DOI: 10.1002/9780470404324.hof003036