The essence of B-S Options Pricing Formula

2011 International Conference on Electrical and Control Engineering ◽

10.1109/iceceng.2011.6057435 ◽

2011 ◽

Author(s):

Xiangfei Yin

Keyword(s):

Options Pricing ◽

Pricing Formula

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Black-Scholes Options Pricing Formula: Confluence of Financial Economics, Mathematics and Computational Science

Asia-Pacific Journal of Management Research and Innovation ◽

10.1177/2319510x14529492 ◽

2014 ◽

Vol 10 (1) ◽

pp. 39-55 ◽

Author(s):

Vipul K. Singh

Keyword(s):

Financial Economics ◽

Computational Science ◽

Options Pricing ◽

Black Scholes ◽

Pricing Formula

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Options-Pricing Formula with Disaster Risk

10.3386/w21888 ◽

2016 ◽

Author(s):

Robert Barro ◽

Gordon Liao

Keyword(s):

Disaster Risk ◽

Options Pricing ◽

Pricing Formula

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Risk-neutralized at-the-money consistent historical distributions in currency options pricing

The Journal of Computational Finance ◽

10.21314/jcf.2002.080 ◽

2002 ◽

Vol 6 (1) ◽

pp. 25-47 ◽

Author(s):

Nusret Cakici ◽

Kevin Foster

Keyword(s):

Options Pricing ◽

Currency Options

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Options Pricing Via Statistical Learning Techniques: The Support Vector Regression Approach

SSRN Electronic Journal ◽

10.2139/ssrn.1145329 ◽

2008 ◽

Author(s):

Panayiotis C. Andreou ◽

Christakis Charalambous ◽

Spiros Spiridon Martzoukos

Keyword(s):

Support Vector Regression ◽

Statistical Learning ◽

Options Pricing ◽

Support Vector ◽

Learning Techniques ◽

Regression Approach ◽

Statistical Learning Techniques

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Efficient Options Pricing Using the Fast Fourier Transform

SSRN Electronic Journal ◽

10.2139/ssrn.1534544 ◽

2010 ◽

Author(s):

Kwai Sun Leung ◽

Hoi Ying Wong ◽

Yue Kuen Kwok

Keyword(s):

Fourier Transform ◽

Fast Fourier Transform ◽

Options Pricing

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An Empirical Study of the Option Pricing Formula with the Underlying Banned from Short Sell

SSRN Electronic Journal ◽

10.2139/ssrn.3478355 ◽

2019 ◽

Author(s):

Mesias Alfeus ◽

Xin-Jiang He ◽

Song-Ping Zhu

Keyword(s):

Empirical Study ◽

Option Pricing ◽

Pricing Formula

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A Supply-Side Options Pricing Model for Explaining the Moment Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.3666273 ◽

2020 ◽

Author(s):

PeiLin Billy Hsieh

Keyword(s):

Risk Premia ◽

Options Pricing ◽

Supply Side ◽

Pricing Model ◽

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A Comparison between the Stochastic Intensity SSRD Model and the Market Model for CDS Options Pricing

SSRN Electronic Journal ◽

10.2139/ssrn.590901 ◽

2004 ◽

Author(s):

Damiano Brigo ◽

Laurent Cousot

Keyword(s):

Market Model ◽

Options Pricing ◽

Stochastic Intensity

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Pricing formula for European currency option and exchange option in a generalized jump mixed fractional Brownian motion with time-varying coefficients

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2019.01.145 ◽

2019 ◽

Vol 522 ◽

pp. 215-231 ◽

Author(s):

Kyong-Hui Kim ◽

Sim Yun ◽

Nam-Ung Kim ◽

Ju-Hyuang Ri

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Time Varying ◽

European Currency ◽

Currency Option ◽

Varying Coefficients ◽

Mixed Fractional Brownian Motion ◽

Time Varying Coefficients ◽

Pricing Formula ◽

Exchange Option

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Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset

Finance Research Letters ◽

10.1016/j.frl.2021.102072 ◽

2021 ◽

pp. 102072

Author(s):

Youssef El-Khatib ◽

Stephane Goutte ◽

Zororo S. Makumbe ◽

Josep Vives

Keyword(s):

Stochastic Volatility ◽

Leverage Effect ◽

Financial Asset ◽

Pricing Formula

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