Option Price
Performance Comparison of Various Kernels of Support Vector Regression for Predicting Option Price
11
On the Parametric Interest of the Option Price from the Black-Scholes Equation
5
Convergence of estimated option price in a regime switching market
14
Call option price function in Bernstein polynomial basis with no arbitrage inequality constraints
16
Recovering a time homogeneous stock price process from perpetual option prices
35
Closed Form Approximations for Spread Option Prices and Greeks
40
A note on the alpha-quantile option
15
Essays on Portfolio Optimization, Simulation and Option Pricing
162
The Call Option Pricing Based on Investment Strategy with Stochastic Interest Rate
15
A Quasi analytical Interpolation Method for Pricing American Options under General Multi dimensional Diffusion Processes
49
The relationship between conditional value at risk and option prices with a closed-form solution
36
Canonical Representation Of Option Prices and Greeks with Implications for Market Timing
42
Vol 2015
8
Option pricing under two-state Markov chain market model
26
On the Economic Premium Principle
10
A Simple Method to Price Window Reset Options
7
Valuing Coca-Cola And PepsiCo Options Using The Black-Scholes Option Pricing Model And Data Downloads From The Internet
6
On the White Noise of the Price of Stocks related to the Option Prices from the Black-Scholes Equation
6
A Novel Fourier Transform B-spline Method for Option Pricing
42
Pricing a European Option in a Black Scholes Quanto Market When Stock Price is a Semimartingale
18