1

An analytical approximation for pricing VWAP options

Year:
2016
Language:
english
File:
PDF, 793 KB
english, 2016
2

Analytical pricing of single barrier options under local volatility models

Year:
2015
Language:
english
File:
PDF, 522 KB
english, 2015
4

A chaos expansion approach under hybrid volatility models

Year:
2014
Language:
english
File:
PDF, 411 KB
english, 2014
21

Does the Hurst index matter for option prices under fractional volatility?

Year:
2017
Language:
english
File:
PDF, 1.01 MB
english, 2017
22

A unified approach for the pricing of options relating to averages

Year:
2017
Language:
english
File:
PDF, 715 KB
english, 2017
23

Pricing derivatives with fractional volatility

Year:
2017
Language:
english
File:
PDF, 648 KB
english, 2017
24

A Solution to the Time-Scale Fractional Puzzle in the Implied Volatility

Year:
2017
Language:
english
File:
PDF, 679 KB
english, 2017
25

A Unified Approximation Formula for Zero-Coupon Bond Prices

Year:
2014
Language:
english
File:
PDF, 115 KB
english, 2014