CLOSED FORM SOLUTION FOR HESTON PDE BY GEOMETRICAL TRANSFORMATIONS Journal title: Asian Economic and Financial Review Authors: Mario Dell’Era| External Professor, Pisa University Subject(s): Economics, Finance and Financial Services
The Volatility Premium Risk: Valuation and Forecasting Journal title: Journal of Applied Quantitative Methods Authors: Bogdan NEGREA Subject(s):
Simulation of pricing in the gold market with the help of the binomial approach. Journal title: Economic cybernetics Authors: Alexandr Yakovenko, Ekaterina Zavorotchenko Subject(s): Economics, Management, Education & Educational Research, Computer Science, Interdisciplinary Applications, Business, Finance, Mathematics, Applied
Моделювання ціноутворення на ринку золота за допомогою біноміального підходу. Journal title: Economic cybernetics Authors: Alexandr Yakovenko, Ekaterina Zavorotchenko Subject(s): Economics, Management, Education & Educational Research, Computer Science, Interdisciplinary Applications, Business, Finance, Mathematics, Applied
Pricing of american and european options using the Markov decision processes Journal title: Acta Universitatis Nicolai Copernici, Ekonomia Authors: Sławomir Mentzen Subject(s): Economics
On the uniform convergence of Cox-Ross-Rubinstein Formulas to the Black-Scholes formula / Jednostajna zbieżność formuł Coxa-Rossa-Rubinsteina do formuły Blacka-Scholesa Journal title: Bulletin de la Société des sciences et des lettres de Łódź, Série: Recherches sur les déformations Authors: Anna Chojnowska-Michalik, Emilia Fraszka-Sobczyk Subject(s):
Leverage Certificates - A Case of Innovative Financial Engineering Journal title: Review of Economics & Finance Authors: Rodrigo Hernández, Yingying Shao, Pu Liu Subject(s):
Pricing of Weather Insurance and Temperature Options and Risk Management Based on Multivariate Temperature Probability Model Journal title: International Scientific Research Organization Journal Authors: Na Niu, Yingzhen Lang, Zhezhi Jin Subject(s):
A Non-Uniform Bound Approximation of Polya via Poisson, Using Stein-Chen Method and Ω –Function and Its Application in Option Pricing Journal title: International Journal of Mathematics and Statistics Invention Authors: Samson O. Egege, Bright O. Osu, Chigozie Chibuisi Subject(s):
THE GREEKS OF THE PITERBARG OPTION PRICING FRAMEWORK Journal title: Topics in Economics, Business and Management (EBM) Authors: Coenraad C. A. Labuschagne, Sven T. von Boetticher Subject(s):
Estimation of market prices of risks in the G.A.R.C.H. diffusion model Journal title: Economic Research-Ekonomska Istraživanja Authors: Xinyu Wu, Hailin Zhou, Shouyang Wang Subject(s):
On Carbon Emission Credits Options Pricing Journal title: International Journal of Innovation Engineering and Science Research Authors: Richard OnyinoSimwa Subject(s): Computer and Information Science, Electrical and Electronic Engineering, Engineering, Neural Networks, Aerospace Engineering, Chemical Engineering, Civil Engineering, Mechanical Engineering, Technology, Optics
On the Solution of Fractional Option Pricing Model by Convolution Theorem Journal title: Earthline Journal of Mathematical Sciences Authors: A. I. Chukwunezu, B. O. Osu, C. Olunkwa, C. N. Obi Subject(s):
Testing the Performance of Black and Scholes Pricing Model in the Indian Options Market Journal title: MUDRA: Journal of Finance and Accounting Authors: Sonal Sharma Subject(s):
Probabilistic Representation of a Normal Generalized Inverse Gaussian Integral: Application to Option Pricing Journal title: JOURNAL OF ADVANCES IN MATHEMATICS Authors: Werner Huerlimann Subject(s):
