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    CORR
    2006
    Springer
    97views Education» more  CORR 2006»
    Towards a Bayesian framework for option pricing
    15 years 3 months ago
    Towards a Bayesian framework for option pricing
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    Henryk Gzyl, Enrique ter Horst, Samuel Malone
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    EOR
    2006
    69views more  EOR 2006»
    Bounds for the price of a European-style Asian option in a binary tree model
    15 years 3 months ago
    Bounds for the price of a European-style Asian option in a binary tree model
    Download  www.econ.kuleuven.be
    Huguette Reynaerts, Michèle Vanmaele, Jan D...
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    EOR
    2006
    50views more  EOR 2006»
    A dynamic programming approach to price installment options
    15 years 3 months ago
    A dynamic programming approach to price installment options
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    Hatem Ben Ameur, Michèle Breton, Pascal Fra...
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    FS
    2006
    58views more  FS 2006»
    Comparison of Option Prices in Semimartingale Models
    15 years 3 months ago
    Comparison of Option Prices in Semimartingale Models
    Download  www.stochastik.uni-freiburg.de
    In this paper we generalize recent comparison results of El Karoui, Jeanblanc-Picqu
    Jan Bergenthum, Ludger Rüschendorf
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    IOR
    2008
    67views more  IOR 2008»
    Pricing Options in Jump-Diffusion Models: An Extrapolation Approach
    15 years 3 months ago
    Pricing Options in Jump-Diffusion Models: An Extrapolation Approach
    Download  users.iems.northwestern.edu
    Liming Feng, Vadim Linetsky
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