✦ LIBER ✦

Option Pricing when the Variance is Changing

✍ Scribed by Herb Johnson and David Shanno

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Option Pricing When Jump Risk Is Systema

✍ Chang Mo Ahn 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 521 KB

Option pricing when the regime-switching

✍ Tak Kuen Siu; Hailiang Yang 📂 Article 📅 2009 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 625 KB

An empirical test of the variance gamma

✍ K. Lam; E. Chang; M.C. Lee 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 196 KB

Minimum variance hedging when spot price

✍ Louis H. Ederington; Jesus M. Salas 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 189 KB

A Note on Option Pricing for the Constan

✍ Freddy Delbaen; Hiroshi Shirakawa 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 122 KB

The Constant Elasticity of Variance Mode

✍ Stan Beckers 📂 Article 📅 1980 🏛 John Wiley and Sons 🌐 English ⚖ 311 KB