Analytic Approximation of Finite‐Maturity Timer Option Prices

E-ISSN： 1096-9934|35|3|245-273

ISSN： 0270-7314

Source： THE JOURNAL OF FUTURES MARKETS, Vol.35, Iss.3, 2015-03, pp. : 245-273

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Price‐to‐Earnings Ratios and Option Prices

THE JOURNAL OF FUTURES MARKETS, Vol. 35, Iss. 8, 2015-08 ,pp. : 738-752

John Wiley & Sons Inc

Access to resources Recommend Favorite

The limitation of monotonicity property of option prices: an empirical evidence

By Lin Chuang Yuang Chen Dar Hsin Tsai Chin Yu

Applied Economics, Vol. 43, Iss. 23, 2011-09 ,pp. : 3103-3113

Routledge Ltd

Access to resources Recommend Favorite

The simplest American and Real Option approximations: Geske-Johnson interpolation in maturity and yield

By Chung San-Lin Shackleton Mark

Applied Economics Letters, Vol. 10, Iss. 11, 2003-09 ,pp. : 709-716

Routledge Ltd

Access to resources Recommend Favorite

The Market Value of Corporate Votes: Theory and Evidence from Option Prices

THE JOURNAL OF FINANCE, Vol. 69, Iss. 3, 2014-06 ,pp. : 1235-1271

John Wiley & Sons Inc

Access to resources Recommend Favorite

Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices

THE JOURNAL OF FINANCE, Vol. 22-1082, Iss. 3, 2004-06 ,pp. : 1367-1403

John Wiley & Sons Inc

Access to resources Recommend Favorite