Risk sharing in a financial market with endogenous option prices

By Wenzelburger Jan  

The European Journal of Finance, Vol. 19, Iss. 6, 2013-07 ,pp. : 491-517

Routledge Ltd

Access to resources Recommend Favorite

Model-independent bounds for option prices—a mass transport approach

By Beiglböck Mathias   Henry-Labordère Pierre   Penkner Friedrich  

Finance and Stochastics, Vol. 17, Iss. 3, 2013-07 ,pp. : 477-501

Springer Publishing Company

Access to resources Recommend Favorite

A model of stock option prices

By Yang Zhongjin  

International Journal of Financial Markets and Derivatives, Vol. 2, Iss. 4, 2011-02 ,pp. : 288-297

Inderscience Publishers

Access to resources Recommend Favorite

On the modelling of option prices

By Madan D.B.  

Quantitative Finance, Vol. 1, Iss. 5, 2001-05 ,pp. : 481-481

Routledge Ltd

Access to resources Recommend Favorite

Inversion of option prices for implied risk-neutral probability density functions: general theory and its applications to the natural gas market

By Du Yijun   Wang Chen   Du Yibing  

Quantitative Finance, Vol. 12, Iss. 12, 2012-12 ,pp. : 1877-1891

Routledge Ltd

Access to resources Recommend Favorite