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Found 225 Documents (Results 1–100)

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Synthetic options, portfolio insurance, and contingent immunization. (English) Zbl 1454.91295

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 3099-3141 (2021).
MSC:  91G20 91G10
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Decision tree and Microsoft Excel approach for option pricing model. (English) Zbl 1452.91304

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2885-2927 (2021).
MSC:  91G20 91-08
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Options and option strategies: theory and empirical results. (English) Zbl 1454.91293

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2839-2884 (2021).
MSC:  91G20 60G40
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How does investor sentiment affect implied risk-neutral distributions of call and put options? (English) Zbl 1454.91308

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1599-1636 (2021).
MSC:  91G20
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American option model and negative Fichera function on degenerate boundary. (English) Zbl 1427.91269

Yin, George (ed.) et al., Modeling, stochastic control, optimization, and applications. Selected papers based on invited talks given at the IMA workshop in modeling, stochastic control, optimization, and related applications, Institute for Mathematics and Its Applications, University of Minnesota, Minneapolis, MN, USA, May 1 – June 30, 2018. Cham: Springer. IMA Vol. Math. Appl. 164, 95-113 (2019).
MSC:  91G20 60G40 35Q91
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Analytical and numerical results for American style of perpetual put options through transformation into nonlinear stationary Black-Scholes equations. (English) Zbl 1420.91457

Ehrhardt, Matthias (ed.) et al., Novel methods in computational finance. Cham: Springer. Math. Ind. 25, 129-142 (2017).
MSC:  91G20 60G40 91G60
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An interpolation-based approach to American put option pricing. (English) Zbl 1364.91149

Abualrub, Taher (ed.) et al., Mathematics across contemporary sciences. AUS-ICMS, American University of Sharjah, United Arab Emirates, April 2–5, 2015. Cham: Springer (ISBN 978-3-319-46309-4/hbk; 978-3-319-46310-0/ebook). Springer Proceedings in Mathematics & Statistics 190, 167-175 (2017).
MSC:  91G20 60G40
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