On the computation of option prices and sensitivities in the Black–Scholes–Merton model

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Quantitative Finance, Vol. 2, Iss. 2, 2002-04 ,pp. : 158-166

Routledge Ltd

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A model of stock option prices

By Yang Zhongjin  

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A Comparison of Option Prices Under Different Pricing Measures in a Stochastic Volatility Model with Correlation

By Henderson Vicky   Hobson David   Howison Sam   Kluge Tino  

Review of Derivatives Research, Vol. 8, Iss. 1, 2005-06 ,pp. : 5-25

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Option Prices Under Generalized Pricing Kernels

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Risk adjustments of option prices under time-changed dynamics

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