Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean

By Gzyl Henryk   Mayoral Silvia  

Applied Mathematical Finance, Vol. 19, Iss. 4, 2012-09 ,pp. : 299-312

Routledge Ltd

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Probing Option Prices for Information

By Geman Hélyette   Madan Dilip   Yor Marc  

Methodology And Computing In Applied Probability, Vol. 9, Iss. 1, 2007-03 ,pp. : 115-131

Springer Publishing Company

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A note on convergence of option prices and their Greeks for Lévy models

By Benth Fred Espen   Nunno Giulia Di   Khedher Asma  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 85, Iss. 6, 2013-12 ,pp. : 1015-1039

Taylor & Francis Ltd

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On the numerical evaluation of option prices in the variance gamma model

By Mayo Anita  

International Journal of Computer Mathematics, Vol. 86, Iss. 2, 2009-02 ,pp. : 251-260

Taylor & Francis Ltd

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A General Formula for Option Prices in a Stochastic Volatility Model

By Chin Stephen   Dufresne Daniel  

Applied Mathematical Finance, Vol. 19, Iss. 4, 2012-09 ,pp. : 313-340

Routledge Ltd

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