Knowledge (XXG)

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214: 37: 215:
http://efinance.org.cn/cn/fe/19971203Empirical%20Performance%20of%20Alternative%20Option%20Pricing%20Models,%20pp.%202003-2049.pdf
171: 57: 170:
FX Volatility Smile Construction; Dimitri Reiswich, Uwe Wystup, Frankfurt School Working Paper, CPQF No. 20, 2009
32: 193: 221: 27: 67: 133:
Turnbull, S.; Wakeman, L. (1991), "A Quick Algorithm for Pricing European Average Options",
234: 22: 182: 113: 74: 48: 152:
Klassen, T.R. (2001), "Simple, fast, and flexible pricing of Asian options",
194:
http://www.math.nyu.edu/~laurence/financepubs/BasketsAMFFinal.pdf
68:
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1440633
183:
http://biblioteket.ehl.lu.se/olle/papers/0003334.pdf
135:Journal of Financial and Quantitative Analysis 44:Tool for adding references from Google Scholar 38:Fundamental theorem of arbitrage-free pricing 8: 87:Put-call parity for basket options article: 104: 230: 219: 205:Bakshi, G.; Cao, C.; Chen, Z. (1997), 7: 17:Interesting Knowledge (XXG) articles 114:"Unified Pricing of Asian Options" 14: 154:Journal of Computational Finance 181:Good diploma thesis about FXO 1: 207:Journal of Finance-New York- 255: 62:Interesting articles 33:Risk-neutral measure 112:Vecer, J. (2002), 229:Missing or empty 28:Incomplete market 246: 239: 238: 232: 227: 225: 217: 202: 196: 191: 185: 179: 173: 168: 162: 161: 149: 143: 142: 130: 124: 123: 118: 109: 254: 253: 249: 248: 247: 245: 244: 243: 242: 228: 218: 204: 203: 199: 192: 188: 180: 176: 169: 165: 151: 150: 146: 132: 131: 127: 116: 111: 110: 106: 102: 95: 82: 78: 64: 55: 46: 23:Complete market 19: 12: 11: 5: 252: 250: 241: 240: 197: 186: 174: 163: 144: 125: 103: 101: 98: 94: 91: 77: 72: 71: 70: 63: 60: 54: 51: 45: 42: 41: 40: 35: 30: 25: 18: 15: 13: 10: 9: 6: 4: 3: 2: 251: 236: 223: 216: 212: 208: 201: 198: 195: 190: 187: 184: 178: 175: 172: 167: 164: 159: 155: 148: 145: 140: 136: 129: 126: 122: 115: 108: 105: 99: 97: 92: 90: 88: 85: 83: 80: 76: 75:Asian options 73: 69: 66: 65: 61: 59: 58: 52: 50: 49: 43: 39: 36: 34: 31: 29: 26: 24: 21: 20: 16: 231:|title= 213:: 2003–2050 210: 206: 200: 189: 177: 166: 157: 153: 147: 141:(3): 377–389 138: 134: 128: 120: 107: 96: 93:Heston model 89: 86: 84: 81: 79: 56: 47: 160:(3): 89–124 121:Risk, June 100:References 53:Editcount 222:citation 117:(PDF) 235:help 226:: 224:}} 220:{{ 211:52 209:, 156:, 139:26 137:, 119:, 237:) 233:( 158:4

Index

Complete market
Incomplete market
Risk-neutral measure
Fundamental theorem of arbitrage-free pricing


http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1440633
Asian options
"Unified Pricing of Asian Options"

http://biblioteket.ehl.lu.se/olle/papers/0003334.pdf
http://www.math.nyu.edu/~laurence/financepubs/BasketsAMFFinal.pdf
http://efinance.org.cn/cn/fe/19971203Empirical%20Performance%20of%20Alternative%20Option%20Pricing%20Models,%20pp.%202003-2049.pdf
citation
help

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