Artículos de revistas sobre el tema "Options (Finance) – Prices – Mathematical models"
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Abraham, Rebecca y Hani El-Chaarani. "A Mathematical Formulation of the Valuation of Ether and Ether Derivatives as a Function of Investor Sentiment and Price Jumps". Journal of Risk and Financial Management 15, n.º 12 (8 de diciembre de 2022): 591. http://dx.doi.org/10.3390/jrfm15120591.
Texto completoCARMONA, RENÉ y SERGEY NADTOCHIY. "TANGENT MODELS AS A MATHEMATICAL FRAMEWORK FOR DYNAMIC CALIBRATION". International Journal of Theoretical and Applied Finance 14, n.º 01 (febrero de 2011): 107–35. http://dx.doi.org/10.1142/s0219024911006280.
Texto completoKumar Jaiswal, Jitendra y Raja Das. "Artificial Neural Network Algorithms based Nonlinear Data Analysis for Forecasting in the Finance Sector". International Journal of Engineering & Technology 7, n.º 4.10 (2 de octubre de 2018): 169. http://dx.doi.org/10.14419/ijet.v7i4.10.20829.
Texto completoEissa, Mahmoud A. y M. Elsayed. "Improve Stock Price Model-Based Stochastic Pantograph Differential Equation". Symmetry 14, n.º 7 (1 de julio de 2022): 1358. http://dx.doi.org/10.3390/sym14071358.
Texto completoFernández, Lexuri, Peter Hieber y Matthias Scherer. "Double-barrier first-passage times of jump-diffusion processes". mcma 19, n.º 2 (1 de julio de 2013): 107–41. http://dx.doi.org/10.1515/mcma-2013-0005.
Texto completoAghabeygi, Mona, Kamel Louhichi y Sergio Gomez y Paloma. "Impacts of fertilizer subsidy reform options in Iran: an assessment using a Regional Crop Programming model". Bio-based and Applied Economics 11, n.º 1 (20 de julio de 2022): 55–73. http://dx.doi.org/10.36253/bae-10981.
Texto completoGiribone, Pier Giuseppe y Roberto Revetria. "Certificate pricing using Discrete Event Simulations and System Dynamics theory". Risk Management Magazine 16, n.º 2 (18 de agosto de 2021): 75–93. http://dx.doi.org/10.47473/2020rmm0092.
Texto completoNguyen, Ngoc Quynh Anh y Thi Ngoc Trang Nguyen. "Risk measures computation by Fourier inversion". Journal of Risk Finance 18, n.º 1 (16 de enero de 2017): 76–87. http://dx.doi.org/10.1108/jrf-03-2016-0034.
Texto completoMadan, Dilip B. y King Wang. "Risk Neutral Jump Arrival Rates Implied in Option Prices and Their Models". Applied Mathematical Finance 28, n.º 3 (4 de mayo de 2021): 201–35. http://dx.doi.org/10.1080/1350486x.2021.2007145.
Texto completoSKIADOPOULOS, GEORGE. "VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY". International Journal of Theoretical and Applied Finance 04, n.º 03 (junio de 2001): 403–37. http://dx.doi.org/10.1142/s021902490100105x.
Texto completoEkström, Erik y Johan Tysk. "PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS". Mathematical Finance 17, n.º 3 (julio de 2007): 381–97. http://dx.doi.org/10.1111/j.1467-9965.2007.00308.x.
Texto completoLORENZO, MERCURI. "PRICING ASIAN OPTIONS IN AFFINE GARCH MODELS". International Journal of Theoretical and Applied Finance 14, n.º 02 (marzo de 2011): 313–33. http://dx.doi.org/10.1142/s0219024911006371.
Texto completoMERINO, R., J. POSPÍŠIL, T. SOBOTKA y J. VIVES. "DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS". International Journal of Theoretical and Applied Finance 21, n.º 08 (diciembre de 2018): 1850052. http://dx.doi.org/10.1142/s0219024918500528.
Texto completoERIKSSON, JONATAN. "MONOTONICITY IN THE VOLATILITY OF SINGLE-BARRIER OPTION PRICES". International Journal of Theoretical and Applied Finance 09, n.º 06 (septiembre de 2006): 987–96. http://dx.doi.org/10.1142/s0219024906003822.
Texto completoHenderson, Vicky. "ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS". Mathematical Finance 15, n.º 1 (enero de 2005): 49–59. http://dx.doi.org/10.1111/j.0960-1627.2005.00210.x.
Texto completoSCHOUTENS, WIM y STIJN SYMENS. "THE PRICING OF EXOTIC OPTIONS BY MONTE–CARLO SIMULATIONS IN A LÉVY MARKET WITH STOCHASTIC VOLATILITY". International Journal of Theoretical and Applied Finance 06, n.º 08 (diciembre de 2003): 839–64. http://dx.doi.org/10.1142/s0219024903002249.
Texto completoTAKAHASHI, AKIHIKO y KOHTA TAKEHARA. "FOURIER TRANSFORM METHOD WITH AN ASYMPTOTIC EXPANSION APPROACH: AN APPLICATION TO CURRENCY OPTIONS". International Journal of Theoretical and Applied Finance 11, n.º 04 (junio de 2008): 381–401. http://dx.doi.org/10.1142/s0219024908004853.
Texto completoBENTH, FRED ESPEN y RODWELL KUFAKUNESU. "PRICING OF EXOTIC ENERGY DERIVATIVES BASED ON ARITHMETIC SPOT MODELS". International Journal of Theoretical and Applied Finance 12, n.º 04 (junio de 2009): 491–506. http://dx.doi.org/10.1142/s0219024909005324.
Texto completoEKSTRÖM, ERIK y JOHAN TYSK. "OPTIONS WRITTEN ON STOCKS WITH KNOWN DIVIDENDS". International Journal of Theoretical and Applied Finance 07, n.º 07 (noviembre de 2004): 901–7. http://dx.doi.org/10.1142/s0219024904002694.
Texto completoBIELECKI, TOMASZ R., IGOR CIALENCO, ISMAIL IYIGUNLER y RODRIGO RODRIGUEZ. "DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES". International Journal of Theoretical and Applied Finance 16, n.º 01 (febrero de 2013): 1350002. http://dx.doi.org/10.1142/s0219024913500027.
Texto completoGAPEEV, PAVEL V. y MONIQUE JEANBLANC. "FIRST-TO-DEFAULT AND SECOND-TO-DEFAULT OPTIONS IN MODELS WITH VARIOUS INFORMATION FLOWS". International Journal of Theoretical and Applied Finance 24, n.º 04 (junio de 2021): 2150022. http://dx.doi.org/10.1142/s0219024921500229.
Texto completoTENG, LONG, MATTHIAS EHRHARDT y MICHAEL GÜNTHER. "QUANTO PRICING IN STOCHASTIC CORRELATION MODELS". International Journal of Theoretical and Applied Finance 21, n.º 05 (agosto de 2018): 1850038. http://dx.doi.org/10.1142/s0219024918500383.
Texto completoLI, MINQIANG y FABIO MERCURIO. "CLOSED-FORM APPROXIMATION OF PERPETUAL TIMER OPTION PRICES". International Journal of Theoretical and Applied Finance 17, n.º 04 (junio de 2014): 1450026. http://dx.doi.org/10.1142/s0219024914500265.
Texto completoMARABEL, JACINTO. "PRICING DIGITAL OUTPERFORMANCE OPTIONS WITH UNCERTAIN CORRELATION". International Journal of Theoretical and Applied Finance 14, n.º 05 (agosto de 2011): 709–22. http://dx.doi.org/10.1142/s0219024911006425.
Texto completoALÒS, E., F. ANTONELLI, A. RAMPONI y S. SCARLATTI. "CVA AND VULNERABLE OPTIONS IN STOCHASTIC VOLATILITY MODELS". International Journal of Theoretical and Applied Finance 24, n.º 02 (marzo de 2021): 2150010. http://dx.doi.org/10.1142/s0219024921500102.
Texto completoBOSSENS, FRÉDÉRIC, GRÉGORY RAYÉE, NIKOS S. SKANTZOS y GRISELDA DEELSTRA. "VANNA-VOLGA METHODS APPLIED TO FX DERIVATIVES: FROM THEORY TO MARKET PRACTICE". International Journal of Theoretical and Applied Finance 13, n.º 08 (diciembre de 2010): 1293–324. http://dx.doi.org/10.1142/s0219024910006212.
Texto completoDIA, BAYE M. "A REGULARIZED FOURIER TRANSFORM APPROACH FOR VALUING OPTIONS UNDER STOCHASTIC DIVIDEND YIELDS". International Journal of Theoretical and Applied Finance 13, n.º 02 (marzo de 2010): 211–40. http://dx.doi.org/10.1142/s0219024910005747.
Texto completoMaller, Ross A., David H. Solomon y Alex Szimayer. "A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS". Mathematical Finance 16, n.º 4 (1 de septiembre de 2006): 613–33. http://dx.doi.org/10.1111/j.1467-9965.2006.00286.x.
Texto completoYu, Cindy L., Haitao Li y Martin T. Wells. "MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES". Mathematical Finance 21, n.º 3 (19 de octubre de 2010): 383–422. http://dx.doi.org/10.1111/j.1467-9965.2010.00439.x.
Texto completoVON HAMMERSTEIN, ERNST AUGUST, EVA LÜTKEBOHMERT, LUDGER RÜSCHENDORF y VIKTOR WOLF. "OPTIMALITY OF PAYOFFS IN LÉVY MODELS". International Journal of Theoretical and Applied Finance 17, n.º 06 (septiembre de 2014): 1450041. http://dx.doi.org/10.1142/s0219024914500411.
Texto completoERIKSSON, BJORN y MARTIJN PISTORIUS. "METHOD OF MOMENTS APPROACH TO PRICING DOUBLE BARRIER CONTRACTS IN POLYNOMIAL JUMP-DIFFUSION MODELS". International Journal of Theoretical and Applied Finance 14, n.º 07 (noviembre de 2011): 1139–58. http://dx.doi.org/10.1142/s0219024911006644.
Texto completoBELOMESTNY, DENIS, ANASTASIA KOLODKO y JOHN SCHOENMAKERS. "PRICING CMS SPREAD OPTIONS IN A LIBOR MARKET MODEL". International Journal of Theoretical and Applied Finance 13, n.º 01 (febrero de 2010): 45–62. http://dx.doi.org/10.1142/s021902491000567x.
Texto completoLindström, Erik. "Implications of Parameter Uncertainty on Option Prices". Advances in Decision Sciences 2010 (5 de mayo de 2010): 1–15. http://dx.doi.org/10.1155/2010/598103.
Texto completoPELLEGRINO, TOMMASO. "SECOND-ORDER STOCHASTIC VOLATILITY ASYMPTOTICS AND THE PRICING OF FOREIGN EXCHANGE DERIVATIVES". International Journal of Theoretical and Applied Finance 23, n.º 03 (mayo de 2020): 2050021. http://dx.doi.org/10.1142/s0219024920500211.
Texto completoLi, Yu. "A mean bound financial model and options pricing". International Journal of Financial Engineering 04, n.º 04 (diciembre de 2017): 1750047. http://dx.doi.org/10.1142/s2424786317500475.
Texto completoDerman, Emanuel y Iraj Kani. "Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility". International Journal of Theoretical and Applied Finance 01, n.º 01 (enero de 1998): 61–110. http://dx.doi.org/10.1142/s0219024998000059.
Texto completoFUNAHASHI, HIDEHARU. "REPLICATION SCHEME FOR THE PRICING OF EUROPEAN OPTIONS". International Journal of Theoretical and Applied Finance 24, n.º 03 (mayo de 2021): 2150014. http://dx.doi.org/10.1142/s021902492150014x.
Texto completoLiu, David y An Wei. "Regulated LSTM Artificial Neural Networks for Option Risks". FinTech 1, n.º 2 (2 de junio de 2022): 180–90. http://dx.doi.org/10.3390/fintech1020014.
Texto completoCHANG, CHIA-LIN, SHING-YANG HU y SHIH-TI YU. "RECENT DEVELOPMENTS IN QUANTITATIVE FINANCE: AN OVERVIEW". Annals of Financial Economics 09, n.º 02 (septiembre de 2014): 1402002. http://dx.doi.org/10.1142/s2010495214020023.
Texto completoPAGLIARANI, STEFANO y ANDREA PASCUCCI. "LOCAL STOCHASTIC VOLATILITY WITH JUMPS: ANALYTICAL APPROXIMATIONS". International Journal of Theoretical and Applied Finance 16, n.º 08 (diciembre de 2013): 1350050. http://dx.doi.org/10.1142/s0219024913500507.
Texto completoMERINO, RAÚL, JAN POSPÍŠIL, TOMÁŠ SOBOTKA, TOMMI SOTTINEN y JOSEP VIVES. "DECOMPOSITION FORMULA FOR ROUGH VOLTERRA STOCHASTIC VOLATILITY MODELS". International Journal of Theoretical and Applied Finance 24, n.º 02 (marzo de 2021): 2150008. http://dx.doi.org/10.1142/s0219024921500084.
Texto completoWang, Xingchun. "Valuation of options on the maximum of two prices with default risk under GARCH models". North American Journal of Economics and Finance 57 (julio de 2021): 101422. http://dx.doi.org/10.1016/j.najef.2021.101422.
Texto completoCarr, Peter, Andrey Itkin y Dmitry Muravey. "Semi-Closed Form Prices of Barrier Options in the Time-Dependent CEV and CIR Models". Journal of Derivatives 28, n.º 1 (10 de julio de 2020): 26–50. http://dx.doi.org/10.3905/jod.2020.1.113.
Texto completoSingh, Vipul Kumar. "Pricing competitiveness of jump-diffusion option pricing models: evidence from recent financial upheavals". Studies in Economics and Finance 32, n.º 3 (3 de agosto de 2015): 357–78. http://dx.doi.org/10.1108/sef-08-2012-0099.
Texto completoSIDENIUS, JAKOB, VLADIMIR PITERBARG y LEIF ANDERSEN. "A NEW FRAMEWORK FOR DYNAMIC CREDIT PORTFOLIO LOSS MODELLING". International Journal of Theoretical and Applied Finance 11, n.º 02 (marzo de 2008): 163–97. http://dx.doi.org/10.1142/s0219024908004762.
Texto completoCUTHBERTSON, CHARLES, GRIGORIOS PAVLIOTIS, AVRAAM RAFAILIDIS y PETTER WIBERG. "ASYMPTOTIC ANALYSIS FOR FOREIGN EXCHANGE DERIVATIVES WITH STOCHASTIC VOLATILITY". International Journal of Theoretical and Applied Finance 13, n.º 07 (noviembre de 2010): 1131–47. http://dx.doi.org/10.1142/s0219024910006145.
Texto completoVedran Uran. "THE PRINCIPLE OF EXERCISING OPTIONS ON THE ELECTRICITY MARKET". Journal of Energy - Energija 56, n.º 1 (14 de noviembre de 2022): 114–33. http://dx.doi.org/10.37798/2007561349.
Texto completoLO, HARRY y ALEKSANDAR MIJATOVIĆ. "VOLATILITY DERIVATIVES IN MARKET MODELS WITH JUMPS". International Journal of Theoretical and Applied Finance 14, n.º 07 (noviembre de 2011): 1159–93. http://dx.doi.org/10.1142/s0219024911006656.
Texto completoMADAN, DILIP B. y KING WANG. "OPTION IMPLIED VIX, SKEW AND KURTOSIS TERM STRUCTURES". International Journal of Theoretical and Applied Finance 24, n.º 05 (agosto de 2021): 2150030. http://dx.doi.org/10.1142/s0219024921500308.
Texto completoLee, C. F., Ta-Peng Wu y Ren-Raw Chen. "The Constant Elasticity of Variance Models: New Evidence from S&P 500 Index Options". Review of Pacific Basin Financial Markets and Policies 07, n.º 02 (junio de 2004): 173–90. http://dx.doi.org/10.1142/s021909150400010x.
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