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» Approximate Option Pricing

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CORR
2006
Springer

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Towards a Bayesian framework for option pricing

13 years 7 months ago

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Henryk Gzyl, Enrique ter Horst, Samuel Malone

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EOR
2006

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Bounds for the price of a European-style Asian option in a binary tree model

13 years 7 months ago

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Huguette Reynaerts, Michèle Vanmaele, Jan D...

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EOR
2006

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A dynamic programming approach to price installment options

13 years 7 months ago

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Hatem Ben Ameur, Michèle Breton, Pascal Fra...

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FS
2006

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Comparison of Option Prices in Semimartingale Models

13 years 7 months ago

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In this paper we generalize recent comparison results of El Karoui, Jeanblanc-Picqu

Jan Bergenthum, Ludger Rüschendorf

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IOR
2008

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Pricing Options in Jump-Diffusion Models: An Extrapolation Approach

13 years 7 months ago

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