Insider trading

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Hebrew University FinTech Center (2019 : Jerusalem) Options - 45 years since the publication of the Black-Scholes-Merton model
1. Verfasser: Protter, Philip E. (VerfasserIn)
Pages:45
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2023
Schlagworte:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility 2023 Brigo, Damiano
VIX and derivatives 2023 Brenner, Menachem
Multivariate fractional Brownian motion and generalizations of SABR model 2023 Musiela, Marek
Things we think we know 2023 Rogers, Leonard C. G.
A neural network approach to understanding implied volatility movements 2023 Cao, Jay
Modeling volatility risk in equity options market : a statistical approach 2023 Dobi, Doris
Swap rate à la stock : Bermudan swaptions made easy 2023 Gatarek, Dariusz
Contingent claims analysis in corporate finance 2023 Crouhy, Michel
Cumulant formulas for implied volatility 2023 Lee, Roger
The smile of stochastic volatility models 2023 Guyon, Julien
A general theory of option pricing 2023 Geršôn, Dāwid
Thirty years of derivatives market : originality of the French experience 2023 El Karoui, Nicole
Option prices in the equity, index and commodity markets : the "message from markets" 2023 Ronn, Ehud I.
Insider trading 2023 Protter, Philip E.
Probabilistic interpretation of Black implied volatility 2023 Carr, Peter
Volatility is rough 2023 Gatheral, Jim
Implied volatility asymptotics : Black-Scholes and beyond 2023 Tankov, Peter
Old problems, classical methods, new solutions 2023 Lipton, Alexander
25 years of local volatility and beyond 2023 Dupire, Bruno
Options markets in China : the new frontier 2023 Li, Haitao
Alle Artikel auflisten