Search Results - "Black scholes model"

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    Model Misspecification and the Hedging of Exotic Options by Balshaw, Lloyd Stanley

    Published 2018
    Subjects: “…Black-Scholes model…”
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    Calibration and Model Risk in the Pricing of Exotic Options Under Pure-Jump Lévy Dynamics by Mboussa Anga, Gael

    Published 2015
    Subjects: “…Black-Scholes model…”
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    Predicting returns with the Put-Call Ratio

    Published 2013
    Subjects: “…Black scholes model…”
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    Liquidity risk and no arbitrage by El Ghandour, Laila

    Published 2013
    Subjects: “…Black-Scholes model…”
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    Applying stochastic volatility models in the risk-neutral and real-world probability measures

    Published 2023
    Subjects: “…Black-Scholes models…”
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