Showing 1 - 13 results of 13 for search '"Black-Scholes formula."', query time: 1.26s Refine Results
  1. 1
    Option pricing formulas under a change of numèraire
    by Antonio Attalienti, Michele Bufalo
    Published 2020-07-01
    Subjects: “...black-scholes formula...”
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    Article
  2. 2
    THE ANALYTICAL SOLUTIONS OF EUROPEAN OPTIONS ON SHARES PRICING MODELS
    by Andriansyah Andriansyah
    Published 2004-01-01
    Subjects: “...Black-Scholes formula....”
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    Article
  3. 3
    Connecting Binomial and Black-Scholes Option Pricing Models: A Spreadsheet-Based Illustration
    by Yi Feng, Clarence C. Y. Kwan
    Published 2012-07-01
    Subjects: “...Black-Scholes formula...”
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    Article
  4. 4
    Creation and Valuation of Instruments Compensating Lower Share Prices with the Help of Black–Scholes Formula
    by Zaremba Leszek
    Published 2017-02-01
    Subjects: “...black scholes formula...”
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    Article
  5. 5
    The path integral representation kernel of evolution operator in Merton-Garman model
    by V.S. Yanishevsky, L.F. Blazhyevskyi
    Published 2011-06-01
    Subjects: “...Black-Scholes formula...”
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    Article
  6. 6
    Risk Measures Extracted from Option Market Data Using Massively Parallel Computing
    by Zhao, Min
    Published 2011
    Subjects: “...Black-Scholes Formula...”
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  7. 7
    Transformations of Telegraph Processes and Their Financial Applications
    Subjects: “...Black–Scholes formula...”
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    Article
  8. 8
    Curvature arbitrage
    by Choi, Yang Ho
    Published 2007
    Subjects: “...multidimensional Black-Scholes formula...”
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  9. 9
    A Generalized Bivariate Ornstein-Uhlenbeck Model for Financial Assets
    by Krämer, Romy, Richter, Matthias
    Published 2008
    Subjects: “...Black-Scholes formula...”
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  10. 10
    Analytical approximation of the transition density in a local volatility model
    by Pagliarani Stefano, Pascucci Andrea
    Published 2012-02-01
    Subjects: “...black-scholes formula...”
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    Article
  11. 11
    A Generalized Bivariate Ornstein-Uhlenbeck Model for Financial Assets
    by Krämer, Romy, Richter, Matthias
    Published 2008
    Subjects: “...Black-Scholes formula...”
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  12. 12
    Choques transitórios em variáveis econômicas
    Subjects: “...Black-Scholes' formula...”
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    Article
  13. 13
    Generalized Multinomial CRR Option Pricing Model and its Black-Scholes type limit
    by Kan-Dobrowsky, Natalia
    Published 2006
    Subjects: “...generalized Black-Scholes formula...”
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    Doctoral Thesis
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