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Publications by Mark-Jan Boes

The Impact of Overnight Periods on Option Pricing

Journal of Financial and Quantitative Analysis
AccountingEconomicsEconometricsFinance
2007English

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Option Pricing

English

Pricing Option CGMY Model

IOSR Journal of Mathematics
2017English

Target Volatility Option Pricing

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2012English

The Pricing of Spread Option Using Simulation

International Journal of Applied Mathematical Research
2017English

Simulation Based Option Pricing

2002English

Binomial Option Pricing Model

2007English

The Accelerated Binomial Option Pricing Model

Journal of Financial and Quantitative Analysis
AccountingEconomicsEconometricsFinance
1991English

Option Pricing Using the Fractional FFT

Journal of Computational Finance
Applied MathematicsComputer Science ApplicationsFinance
2004English

Acceleration of Option Pricing Technique on Graphics Processing Units

Concurrency Computation Practice and Experience
Computer NetworksCommunicationsComputer Science ApplicationsComputational TheoryMathematicsTheoretical Computer ScienceSoftware
2012English

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