Options Pricing

2002 ◽

Vol 6 (1) ◽

pp. 25-47 ◽

Cited By ~ 3

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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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 ◽

The Moment

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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 ◽

Cited By ~ 10

Author(s):

Damiano Brigo ◽

Laurent Cousot

Keyword(s):

Market Model ◽

Options Pricing ◽

Stochastic Intensity

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The Use of Options Pricing to Value the Bare Dominium of Property with Long Leases

Journal of Real Estate Literature ◽

10.1080/10835547.2016.12090427 ◽

2016 ◽

Vol 24 (2) ◽

pp. 251-274

Author(s):

Douw G.B. Boshoff

Keyword(s):

Options Pricing

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Tests of CBOE Options Market Efficiency and Arbitrage Opportunities Based on Options Pricing Mathematical Models

2020 Management Science Informatization and Economic Innovation Development Conference (MSIEID) ◽

10.1109/msieid52046.2020.00041 ◽

2020 ◽

Author(s):

Ziye Huang ◽

Xiyue Wu ◽

Zehan Duan

Keyword(s):

Mathematical Models ◽

Market Efficiency ◽

Options Pricing ◽

Options Market ◽

Arbitrage Opportunities

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Assessing Least Squares Monte Carlo for the Kulatilaka Trigeorgis General Real Options Pricing Model

SSRN Electronic Journal ◽

10.2139/ssrn.1153525 ◽

2008 ◽

Cited By ~ 3

Author(s):

Giuseppe Alesii

Keyword(s):

Monte Carlo ◽

Real Options ◽

Least Squares ◽

Options Pricing ◽

Pricing Model ◽

Least Squares Monte Carlo

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A Unified Tree approach for options pricing under stochastic volatility models

Finance Research Letters ◽

10.1016/j.frl.2016.10.009 ◽

2017 ◽

Vol 20 ◽

pp. 260-268 ◽

Cited By ~ 11

Author(s):

C.C. Lo ◽

D. Nguyen ◽

K. Skindilias

Keyword(s):

Stochastic Volatility ◽

Options Pricing ◽

Stochastic Volatility Models ◽

Volatility Models ◽

Tree Approach

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

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

Efficient Options Pricing Using the Fast Fourier Transform

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

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

The Use of Options Pricing to Value the Bare Dominium of Property with Long Leases

Tests of CBOE Options Market Efficiency and Arbitrage Opportunities Based on Options Pricing Mathematical Models

Assessing Least Squares Monte Carlo for the Kulatilaka Trigeorgis General Real Options Pricing Model

A Unified Tree approach for options pricing under stochastic volatility models

The essence of B-S Options Pricing Formula

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