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Description The Relationships Among the Six Option Pricing Models
Article Title: Pricing Vulnerable Options with Jump Clustering
Publication Title: Journal of Futures Markets -
Description Vulnerable European Call Option Price Against the Base Intensities of Three Hawkes Processes [Color figure can be viewed at wileyonlinelibrary.com]
Article Title: Pricing Vulnerable Options with Jump Clustering
Publication Title: Journal of Futures Markets -
Description European Call Option Prices Against Time to Maturity Hereafter, BS: Black and Scholes () model, Merton: Merton (1976) model, Klein: Klein () model, M–H: Merton–Hawkes model, TWWW: Tian et al. ()...
Article Title: Pricing Vulnerable Options with Jump Clustering
Publication Title: Journal of Futures Markets -
Description European Call Option Price Against the Strike Price [Color figure can be viewed at wileyonlinelibrary.com]
Article Title: Pricing Vulnerable Options with Jump Clustering
Publication Title: Journal of Futures Markets -
Description The Parameter Values in the Base Case
Article Title: Pricing Vulnerable Options with Jump Clustering
Publication Title: Journal of Futures Markets -
Description Sensitivity Analysis for Vulnerable European Call Option Prices
Article Title: Pricing Vulnerable Options with Jump Clustering
Publication Title: Journal of Futures Markets -
Description European Call Option Price Against Outstanding Claims and Default Barrier [Color figure can be viewed at wileyonlinelibrary.com]
Article Title: Pricing Vulnerable Options with Jump Clustering
Publication Title: Journal of Futures Markets -
Description European Call Option Price Against the Correlation Coefficient [Color figure can be viewed at wileyonlinelibrary.com]
Article Title: Pricing Vulnerable Options with Jump Clustering
Publication Title: Journal of Futures Markets -
Description European Call Option Price Against Deadweight Cost of Bankruptcy [Color figure can be viewed at wileyonlinelibrary.com]
Article Title: Pricing Vulnerable Options with Jump Clustering
Publication Title: Journal of Futures Markets -
Description Vulnerable European Call Option Prices Against the Jump Sizes of the Intensities of the Three Hawkes Processes [Color figure can be viewed at wileyonlinelibrary.com]
Article Title: Pricing Vulnerable Options with Jump Clustering
Publication Title: Journal of Futures Markets