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There are 45961 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. Disasters Implied by Equity Index Options

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 1969–2012, DAVID BACKUS, MIKHAIL CHERNOV and IAN MARTIN

    Article first published online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01697.x

  4. 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

  5. Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks

    The Journal of Finance

    Volume 69, Issue 3, June 2014, Pages: 1197–1233, SCOTT JOSLIN, MARCEL PRIEBSCH and KENNETH J. SINGLETON

    Article first published online : 8 MAY 2014, DOI: 10.1111/jofi.12131

  6. Generalized Disappointment Aversion and Asset Prices

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1303–1332, BRYAN R. ROUTLEDGE and STANLEY E. ZIN

    Article first published online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01571.x

  7. 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

  8. 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

  9. Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 369–403, Robert F. Dittmar

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00425

  10. 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

  11. 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

  12. 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

  13. A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 5, October 2013, Pages: 680–704, Iryna Kaminska

    Article first published online : 6 NOV 2012, DOI: 10.1111/obes.12001

  14. 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

  15. Exchange Options

    Standard Article

    Encyclopedia of Quantitative Finance

    Farshid Jamshidian

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

  16. 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

  17. You have free access to this content
    Sources of Entropy in Representative Agent Models

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 51–99, DAVID BACKUS, MIKHAIL CHERNOV and STANLEY ZIN

    Article first published online : 7 JAN 2014, DOI: 10.1111/jofi.12090

  18. 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

  19. 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

  20. Threshold Dynamics of Short-term Interest Rates: Empirical Evidence and Implications for the Term Structure

    Economic Notes

    Volume 37, Issue 1, February 2008, Pages: 75–117, Theofanis Archontakis and Wolfgang Lemke

    Article first published online : 22 APR 2008, DOI: 10.1111/j.1468-0300.2008.00189.x