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Density Forecasts with Quantile Autoregression with an Application to Option Pricing

• Authors : Bleher, Johannes; Dimpfl, Thomas; Koch, Sophia

Subjects: Quantile Regression; Conditional Density Forecasts; Option Pricing

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Essays on the econometrics of option pricing

• Authors : Vladimirov, E.

• Source: Vladimirov , E 2024 , ' Essays on the econometrics of option pricing ' , Doctor of Philosophy , Universiteit van Amsterdam .

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Comparison of Option Pricing Based on Black-Scholes and Binomial Tree: Evidence from Moutai’s Share Price

• Authors : Li, Jiale

• Source: Advances in Economics, Business and Management Research ; Proceedings of the 9th International Conference on Financial Innovation and Economic Development (ICFIED 2024) ; page 342-351 ; ISSN 2731-7854

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A short introduction to option pricing for exponential Lévy process stock price models

• Authors : Pettersson, Roger

Subjects: Option pricing; Lévy processes; martingale measure

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Spread Option Pricing on Single-Core and Parallel Computing Architectures

• Authors : Kannan, Shiam; Alfeus, Mesias

Subjects: Real Perspective of Fourier Transforms and Current Developments in Superconductivity

• Source: https://www.intechopen.com/books/9927.

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European option pricing with constant relative sensitivity probability weighting function

• Authors : NARDON, Martina; PIANCA, Paolo;

Subjects: Behavioral finance; cumulative prospect theory; curvature

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Prospect theory: An application to European option pricing

• Authors : NARDON, Martina; PIANCA, Paolo;

Subjects: Behavioral Finance; Cumulative Prospect Theory; European Option Pricing

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Option Pricing under Linear Autoregressive Dynamics, Heteroskedasticity, and Conditional Leptokurtosis

• Authors : Hafner, Christian; Herwartz, Helmut

Subjects: option pricing; autoregression; heteroskedasticity

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Option pricing

• Authors : Mostafa, F; Dillon, T; Chang, E

Subjects: Control engineering; mechatronics and robotics; Artificial intelligence

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Review of Applying European Option Pricing Models

• Authors : Guo, Haochen

Subjects: Proceedings of the 3rd Czech-China Scientific Conference 2017

• Source: https://www.intechopen.com/books/6449.

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