Статті в журналах з теми "Option Pricing"
Оформте джерело за APA, MLA, Chicago, Harvard та іншими стилями
Ознайомтеся з топ-50 статей у журналах для дослідження на тему "Option Pricing".
Біля кожної праці в переліку літератури доступна кнопка «Додати до бібліографії». Скористайтеся нею – і ми автоматично оформимо бібліографічне посилання на обрану працю в потрібному вам стилі цитування: APA, MLA, «Гарвард», «Чикаго», «Ванкувер» тощо.
Також ви можете завантажити повний текст наукової публікації у форматі «.pdf» та прочитати онлайн анотацію до роботи, якщо відповідні параметри наявні в метаданих.
Переглядайте статті в журналах для різних дисциплін та оформлюйте правильно вашу бібліографію.
Jensen, Bjarne Astrup, and Jørgen Aase Nielsen. "OPTION PRICING BOUNDS AND THE PRICING OF BOND OPTIONS." Journal of Business Finance & Accounting 23, no. 4 (June 1996): 535–56. http://dx.doi.org/10.1111/j.1468-5957.1996.tb01025.x.
Повний текст джерелаLi, Feng. "Option Pricing." Journal of Derivatives 7, no. 4 (May 31, 2000): 49–65. http://dx.doi.org/10.3905/jod.2000.319134.
Повний текст джерелаLord, Richard. "Option pricing." Journal of Banking & Finance 10, no. 1 (March 1986): 157–61. http://dx.doi.org/10.1016/0378-4266(86)90028-2.
Повний текст джерелаMitra, Sovan. "Multifactor option pricing: pricing bounds and option relations." International Journal of Applied Decision Sciences 3, no. 1 (2010): 15. http://dx.doi.org/10.1504/ijads.2010.032238.
Повний текст джерелаBlake, D. "Option pricing models." Journal of the Institute of Actuaries 116, no. 3 (December 1989): 537–58. http://dx.doi.org/10.1017/s0020268100036696.
Повний текст джерелаGuo, Yuanyuan. "Comparative Analysis of the Application of Monte Carlo Model and BSM Model in European Option Pricing." BCP Business & Management 32 (November 22, 2022): 43–48. http://dx.doi.org/10.54691/bcpbm.v32i.2856.
Повний текст джерелаRyszard, Kokoszczyński, Sakowski Paweł, and Ślepaczuk Robert. "Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options." Central European Economic Journal 4, no. 51 (April 1, 2019): 18–39. http://dx.doi.org/10.1515/ceej-2018-0010.
Повний текст джерелаBehera, Prashanta kumar, and Dr Ramraj T. Nadar. "Dynamic Approach for Index Option Pricing Using Different Models." Journal of Global Economy 13, no. 2 (June 26, 2017): 105–20. http://dx.doi.org/10.1956/jge.v13i2.460.
Повний текст джерелаStamatopoulos, Nikitas, Daniel J. Egger, Yue Sun, Christa Zoufal, Raban Iten, Ning Shen, and Stefan Woerner. "Option Pricing using Quantum Computers." Quantum 4 (July 6, 2020): 291. http://dx.doi.org/10.22331/q-2020-07-06-291.
Повний текст джерелаShao, Zeyuan. "Pricing Technique for European Option and Application." Highlights in Business, Economics and Management 14 (June 12, 2023): 14–18. http://dx.doi.org/10.54097/hbem.v14i.8930.
Повний текст джерелаALGHALITH, MOAWIA, CHRISTOS FLOROS, and THOMAS POUFINAS. "SIMPLIFIED OPTION PRICING TECHNIQUES." Annals of Financial Economics 14, no. 01 (February 13, 2019): 1950003. http://dx.doi.org/10.1142/s2010495219500039.
Повний текст джерелаLi, Songsong, Yinglong Zhang, and Xuefeng Wang. "The Sunk Cost and the Real Option Pricing Model." Complexity 2021 (September 30, 2021): 1–12. http://dx.doi.org/10.1155/2021/3626000.
Повний текст джерелаAmin, Kaushik. "Option Pricing Trees." Journal of Derivatives 2, no. 4 (May 31, 1995): 34–46. http://dx.doi.org/10.3905/jod.1995.407926.
Повний текст джерелаMadan, Dilip B., and Wim Schoutens. "Conic Option Pricing." Journal of Derivatives 25, no. 1 (August 31, 2017): 10–36. http://dx.doi.org/10.3905/jod.2017.25.1.010.
Повний текст джерелаBieta, Volker, Udo Broll, and Wilfried Siebe. "Strategic Option Pricing." Economics and Business Review 6 (20), no. 3 (2020): 118–29. http://dx.doi.org/10.18559/ebr.2020.3.7.
Повний текст джерелаCarvalho, Vitor H., and Raquel M. Gaspar. "Relativistic Option Pricing." International Journal of Financial Studies 9, no. 2 (June 18, 2021): 32. http://dx.doi.org/10.3390/ijfs9020032.
Повний текст джерелаWang, Tai-Ho. "Nonlinear Option Pricing." Quantitative Finance 15, no. 1 (July 14, 2014): 19–21. http://dx.doi.org/10.1080/14697688.2014.931594.
Повний текст джерелаMcCauley, J. L., G. H. Gunaratne, and K. E. Bassler. "Martingale option pricing." Physica A: Statistical Mechanics and its Applications 380 (July 2007): 351–56. http://dx.doi.org/10.1016/j.physa.2007.02.038.
Повний текст джерелаBandi, Chaithanya, and Dimitris Bertsimas. "Robust option pricing." European Journal of Operational Research 239, no. 3 (December 2014): 842–53. http://dx.doi.org/10.1016/j.ejor.2014.06.002.
Повний текст джерелаChalasani, P., S. Jha, and I. Saias. "Approximate Option Pricing." Algorithmica 25, no. 1 (May 1999): 2–21. http://dx.doi.org/10.1007/pl00009280.
Повний текст джерелаLin, Yueh-Neng, and Chien-Hung Chang. "VIX option pricing." Journal of Futures Markets 29, no. 6 (June 2009): 523–43. http://dx.doi.org/10.1002/fut.20387.
Повний текст джерелаHusmann, Sven, and Neda Todorova. "CAPM option pricing." Finance Research Letters 8, no. 4 (December 2011): 213–19. http://dx.doi.org/10.1016/j.frl.2011.03.001.
Повний текст джерелаBhat, Aparna, and Kirti Arekar. "Empirical Performance of Black-Scholes and GARCH Option Pricing Models during Turbulent Times: The Indian Evidence." International Journal of Economics and Finance 8, no. 3 (February 26, 2016): 123. http://dx.doi.org/10.5539/ijef.v8n3p123.
Повний текст джерелаHong, Jingqi. "Progress of the Study on the Models of Option Pricing." BCP Business & Management 39 (February 22, 2023): 147–53. http://dx.doi.org/10.54691/bcpbm.v39i.4057.
Повний текст джерелаHoque, Ariful, Felix Chan, and Meher Manzur. "Modeling Volatility in Foreign Currency Option Pricing." Multinational Finance Journal 13, no. 3/4 (December 1, 2009): 189–208. http://dx.doi.org/10.17578/13-3/4-2.
Повний текст джерелаBRANGER, NICOLE, and CHRISTIAN SCHLAG. "OPTION BETAS: RISK MEASURES FOR OPTIONS." International Journal of Theoretical and Applied Finance 10, no. 07 (November 2007): 1137–57. http://dx.doi.org/10.1142/s0219024907004585.
Повний текст джерелаGradojevic, Nikola, Dragan Kukolj, and Ramazan Gencay. "Clustering and Classification in Option Pricing." Review of Economic Analysis 3, no. 2 (September 30, 2011): 109–28. http://dx.doi.org/10.15353/rea.v3i2.1458.
Повний текст джерелаRoss, Sheldon M., and J. George Shanthikumar. "PRICING EXOTIC OPTIONS." Probability in the Engineering and Informational Sciences 14, no. 3 (July 2000): 317–26. http://dx.doi.org/10.1017/s0269964800143037.
Повний текст джерелаVisagie, Jaco. "On the interchangeability of barrier option pricing models." South African Statistical Journal 52, no. 2 (2018): 157–71. http://dx.doi.org/10.37920/sasj.2018.52.2.4.
Повний текст джерелаSingh, Akash, Ravi Gor Gor, and Rinku Patel. "VALUATION OF EUROPEAN PUT OPTION BY USING THE QUADRATURE METHOD UNDER THE VARIANCE GAMMA PROCESS." International Journal of Engineering Science Technologies 4, no. 5 (September 23, 2020): 1–5. http://dx.doi.org/10.29121/ijoest.v4.i4.2020.101.
Повний текст джерелаDOKUCHAEV, NIKOLAI. "MULTIPLE RESCINDABLE OPTIONS AND THEIR PRICING." International Journal of Theoretical and Applied Finance 12, no. 04 (June 2009): 545–75. http://dx.doi.org/10.1142/s0219024909005348.
Повний текст джерелаOu, Shubin, and Guohe Deng. "Extremum Options Pricing of Two Assets under a Double Nonaffine Stochastic Volatility Model." Mathematical Problems in Engineering 2023 (February 1, 2023): 1–20. http://dx.doi.org/10.1155/2023/1165629.
Повний текст джерелаYin, Xiaocui. "Correlation Financial Option Pricing Model and Computer Simulation under a Stochastic Interest Rate." Wireless Communications and Mobile Computing 2022 (August 10, 2022): 1–9. http://dx.doi.org/10.1155/2022/6745980.
Повний текст джерелаDIA, BAYE M. "A REGULARIZED FOURIER TRANSFORM APPROACH FOR VALUING OPTIONS UNDER STOCHASTIC DIVIDEND YIELDS." International Journal of Theoretical and Applied Finance 13, no. 02 (March 2010): 211–40. http://dx.doi.org/10.1142/s0219024910005747.
Повний текст джерелаAntwi Baafi, Joseph. "The Nexus Between Black-Scholes-Merton Option Pricing and Risk: A Case of Ghana Stock Exchange." Archives of Business Research 10, no. 5 (May 24, 2022): 140–52. http://dx.doi.org/10.14738/abr.105.12350.
Повний текст джерелаKim, Sol. "The Best Option Pricing Model for KOSPI 200 Weekly Options." Korean Journal of Financial Studies 51, no. 5 (October 31, 2022): 499–521. http://dx.doi.org/10.26845/kjfs.2022.10.51.5.499.
Повний текст джерелаSingh, Vipul Kumar. "Pricing competitiveness of jump-diffusion option pricing models: evidence from recent financial upheavals." Studies in Economics and Finance 32, no. 3 (August 3, 2015): 357–78. http://dx.doi.org/10.1108/sef-08-2012-0099.
Повний текст джерелаLin, Wensheng. "Black-Scholes Model’s application in rainbow option pricing." BCP Business & Management 32 (November 22, 2022): 500–507. http://dx.doi.org/10.54691/bcpbm.v32i.2988.
Повний текст джерелаZeng, Xianglong. "Comparison of the Pricing Model for Different Types of options." BCP Business & Management 38 (March 2, 2023): 3337–42. http://dx.doi.org/10.54691/bcpbm.v38i.4295.
Повний текст джерелаMITOV, GEORGI K., SVETLOZAR T. RACHEV, YOUNG SHIN KIM, and FRANK J. FABOZZI. "BARRIER OPTION PRICING BY BRANCHING PROCESSES." International Journal of Theoretical and Applied Finance 12, no. 07 (November 2009): 1055–73. http://dx.doi.org/10.1142/s0219024909005555.
Повний текст джерелаWang, Meini, Panjie Wang, and Yuyi Zhang. "An empirical study of down-and-out put option pricing based on Geometric Brownian Motion and Monte Carlo Simulation: evidence from crude oil and E-mini Nasdaq-100 futures." BCP Business & Management 26 (September 19, 2022): 804–9. http://dx.doi.org/10.54691/bcpbm.v26i.2041.
Повний текст джерелаFabbiani, Emanuele, Andrea Marziali, and Giuseppe De Nicolao. "vanilla-option-pricing: Pricing and market calibration for options on energy commodities." Software Impacts 6 (November 2020): 100043. http://dx.doi.org/10.1016/j.simpa.2020.100043.
Повний текст джерелаMartinkutė-Kaulienė, Raimonda. "EXOTIC OPTIONS: A CHOOSER OPTION AND ITS PRICING." Business, Management and Education 10, no. 2 (December 20, 2012): 289–301. http://dx.doi.org/10.3846/bme.2012.20.
Повний текст джерелаLiu, David, and An Wei. "Regulated LSTM Artificial Neural Networks for Option Risks." FinTech 1, no. 2 (June 2, 2022): 180–90. http://dx.doi.org/10.3390/fintech1020014.
Повний текст джерелаYin, Zhao, and Chang Tan. "The Differential Algorithm for American Put Option with Transaction Costs under CEV Model." Journal of Systems Science and Information 2, no. 5 (October 25, 2014): 401–10. http://dx.doi.org/10.1515/jssi-2014-0401.
Повний текст джерелаAljedhi, Reem Abdullah, and Adem Kılıçman. "Fractional Partial Differential Equations Associated with Lêvy Stable Process." Mathematics 8, no. 4 (April 2, 2020): 508. http://dx.doi.org/10.3390/math8040508.
Повний текст джерелаJin, Yunguo, and Shouming Zhong. "Pricing Spread Options with Stochastic Interest Rates." Mathematical Problems in Engineering 2014 (2014): 1–11. http://dx.doi.org/10.1155/2014/734265.
Повний текст джерелаLiu, Zhaopeng. "Option Pricing Formulas in a New Uncertain Mean-Reverting Stock Model with Floating Interest Rate." Discrete Dynamics in Nature and Society 2020 (November 3, 2020): 1–8. http://dx.doi.org/10.1155/2020/3764589.
Повний текст джерелаChang, Shih-Kang, and Latha Shanker. "OPTION PRICING AND THE ARBITRAGE PRICING THEORY." Financial Review 21, no. 3 (August 1986): 17. http://dx.doi.org/10.1111/j.1540-6288.1986.tb00681.x.
Повний текст джерелаChang, Jack S. K., and Latha Shanker. "OPTION PRICING AND THE ARBITRAGE PRICING THEORY." Journal of Financial Research 10, no. 1 (March 1987): 1–16. http://dx.doi.org/10.1111/j.1475-6803.1987.tb00470.x.
Повний текст джерела