Pages that link to "Item:Q5385048"
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The following pages link to AN INVITATION TO MARKET-BASED OPTION PRICING AND ITS APPLICATIONS(<Special Issue>the 50th Anniversary of the Operations Research Society of Japan) (Q5385048):
Displaying 5 items.
- Empirical study of Nikkei 225 options with the Markov switching GARCH model (Q633826) (← links)
- Implications of parameter uncertainty on option prices (Q1958422) (← links)
- A generalization of option pricing to price-limit markets (Q2211004) (← links)
- Shout options: A framework for pricing contracts which can be modified by the investor (Q5946736) (← links)
- Financial events risk assessment based on historical data analysis (Q6159092) (← links)