Mathematical Modeling and Methods of Option Pricing
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Published By WORLD SCIENTIFIC

9789812563699, 9789812703576

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Arbitrage-Free Principle

Mathematical Modeling and Methods of Option Pricing ◽

10.1142/9789812703576_0002 ◽

2005 ◽

pp. 9-23

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Path-Dependent Options (I) — Weakly Path-Dependent Options

Mathematical Modeling and Methods of Option Pricing ◽

10.1142/9789812703576_0008 ◽

2005 ◽

pp. 247-274

Keyword(s):

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American Option Pricing and Optimal Exercise Strategy

Mathematical Modeling and Methods of Option Pricing ◽

10.1142/9789812703576_0006 ◽

2005 ◽

pp. 113-199

Keyword(s):

Option Pricing ◽

American Option ◽

American Option Pricing

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Binomial Tree Methods — Discrete Models of Option Pricing

Mathematical Modeling and Methods of Option Pricing ◽

10.1142/9789812703576_0003 ◽

2005 ◽

pp. 25-54

Keyword(s):

Option Pricing ◽

Discrete Models ◽

Binomial Tree ◽

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Risk Management and Financial Derivatives

Mathematical Modeling and Methods of Option Pricing ◽

10.1142/9789812703576_0001 ◽

2005 ◽

pp. 1-8

Keyword(s):

Risk Management ◽

Financial Derivatives

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Implied Volatility

Mathematical Modeling and Methods of Option Pricing ◽

10.1142/9789812703576_0010 ◽

2005 ◽

pp. 311-325

Keyword(s):

Implied Volatility

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Multi-Asset Option Pricing

Mathematical Modeling and Methods of Option Pricing ◽

10.1142/9789812703576_0007 ◽

2005 ◽

pp. 201-245

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BACK MATTER

Mathematical Modeling and Methods of Option Pricing ◽

10.1142/9789812703576_bmatter ◽

2005 ◽

pp. 327-329 ◽

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Path-Dependent Options (II) — Strongly Path-Dependent Options

Mathematical Modeling and Methods of Option Pricing ◽

10.1142/9789812703576_0009 ◽

2005 ◽

pp. 275-310

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European Option Pricing—Black-Scholes Formula

Mathematical Modeling and Methods of Option Pricing ◽

10.1142/9789812703576_0005 ◽

2005 ◽

pp. 73-112

Keyword(s):

Option Pricing ◽

European Option ◽

European Option Pricing ◽

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