Option Pricing Under a Stressed-Beta Model

Annals of Finance - Germany
doi 10.1007/s10436-009-0141-y
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Springer Science and Business Media LLC

Related search

Option Pricing Under a Double Exponential Jump Diffusion Model

SSRN Electronic Journal
2001English

Pricing Option CGMY Model

IOSR Journal of Mathematics
2017English

Binomial Option Pricing Model

2007English

Option Pricing Under Sign RCA-GARCH Models

Dynamic Econometric Models
2015English

Derivatives Pricing Under Beta Stochastic Volatility Model Using ADI Schemes

Applied Mathematical Sciences
Applied Mathematics
2018English

Option Pricing in a Conditional Bilateral Gamma Model

SSRN Electronic Journal
2012English

Option Pricing Under the Variance Gamma Process

SSRN Electronic Journal
2004English

Option Pricing With a Dividend General Equilibrium Model

SSRN Electronic Journal
2000English

Exchange Option Pricing Under Stochastic Volatility: A Correlation Expansion

Review of Derivatives Research
EconomicsEconometricsFinance
2009English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy