Pages that link to "Item:Q4620243"
From MaRDI portal
The following pages link to American option pricing under financial crisis (Q4620243):
Displaying 6 items.
- A homotopy analysis method for the option pricing PDE in post-crash markets (Q500201) (← links)
- Post-'87 crash fears in the S\&P 500 futures option market (Q1969818) (← links)
- Effect of institutional deleveraging on option valuation problems (Q1983756) (← links)
- An improved Barone-Adesi Whaley formula for turbulent markets (Q2074890) (← links)
- NO-ARMAGEDDON MEASURE FOR ARBITRAGE-FREE PRICING OF INDEX OPTIONS IN A CREDIT CRISIS (Q3100747) (← links)
- Unlocking the black box: non-parametric option pricing before and during COVID-19 (Q6547037) (← links)