An Implicit Martingale Restriction in a Closed-Form Higher Order Moments Option Pricing Formula Based on Multipoint Padé Approximants

2007 ◽  
Author(s):  
Guillaume Bagnarosa ◽  
Charles J. Corrado ◽  
Emmanuel Jurczenko ◽  
Bertrand B. Maillet
Keyword(s):  
Option Pricing ◽  
Closed Form ◽  
Padé Approximants ◽  
Higher Order ◽  
Higher Order Moments ◽  
Pade Approximants ◽  
Pricing Formula

A general closed form option pricing formula

2018 ◽  
Vol 22 (1) ◽  
pp. 1-40
Author(s):  
Ciprian Necula ◽  
Gabriel Drimus ◽  
Walter Farkas
Keyword(s):  
Option Pricing ◽  
Closed Form ◽  
Pricing Formula

A General Closed Form Option Pricing Formula

2013 ◽  
Author(s):  
Ciprian Necula ◽  
Gabriel G. Drimus ◽  
Walter Farkas
Keyword(s):  
Option Pricing ◽  
Closed Form ◽  
Pricing Formula
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