Amanote Research

Amanote Research

    RegisterSign In

Option Pricing When Changes of the Underlying Asset Prices Are Restricted

Journal of Mathematical Finance
doi 10.4236/jmf.2011.12004
Full Text
Open PDF
Abstract

Available in full text

Date

January 1, 2011

Authors
George J JiangGuanzhong PanLei Shi
Publisher

Scientific Research Publishing, Inc.


Related search

Option Pricing

English

Alternative Models of Uncertain Commodity Prices for Use With Modern Asset Pricing Methods

Energy Journal
EnergyEconomicsEconometrics
1998English

Differential Pharmaceutical Pricing: Are Prices Co-Related With GDP?

Value in Health
MedicineHealth PolicyPublic HealthOccupational HealthEnvironmental
2014English

Sharpe Ratio Maximization and Expected Utility When Asset Prices Have Jumps

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2007English

Pricing Commodity Options When the Underlying Futures Price Exhibits Time-Varying Volatility

American Journal of Agricultural Economics
AgriculturalEconomicsEconometricsBiological Sciences
1993English

Monetary Policy and Asset Prices: When Cleaning Up Hits the Zero Lower Bound

Swiss Journal of Economics and Statistics
EconomicsStatisticsEconometricsProbability
2013English

Are the Dynamic Linkages Between the Macroeconomy and Asset Prices Time-Varying?

SSRN Electronic Journal
2006English

Salience and Asset Prices

American Economic Review
EconomicsEconometrics
2013English

Pricing Option CGMY Model

IOSR Journal of Mathematics
2017English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy