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options pricing » optimal pricing
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1
by Buchen, Peter
Published 2012
CRC Press
Table of Contents: “... options -- Dual expiry options -- Two-asset rainbow options -- Barrier options -- Lookback options...”
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2
by Guyon, Julien, Henry-Labordere, Pierre
Published 2014
Taylor and Francis, an imprint of Chapman and Hall/CRC
Subjects: “...Options (Finance) / Prices / Mathematical models / fast...”
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3
by Profeta, Christophe, Roynette, Bernard, Yor, Marc
Published 2010
Springer Berlin Heidelberg
Table of Contents: “... Times up to a Finite Horizon -- Put Option as Joint Distribution Function in Strike and Maturity...”
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4
by Pascucci, Andrea
Published 2011
Springer Milan
“... in the modern theory of option pricing. The text is designed for readers with a basic mathematical background...”
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5
by Ratanov, Nikita, Kolesnik, Alexander D.
Published 2022
Springer Berlin Heidelberg
Table of Contents: “... -- 4.Asymmetric Jump-Telegraph Processes -- 5.Financial Modelling and Option Pricing -- Index....”
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6
by Kolesnik, Alexander D., Ratanov, Nikita
Published 2013
Springer Berlin Heidelberg
Table of Contents: “... -- 4.Asymmetric Jump-Telegraph Processes -- 5.Financial Modelling and Option Pricing -- Index.  ...”
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7
by Kallianpur, Gopinath, Karandikar, Rajeeva L.
Published 2000
Birkhäuser
Table of Contents: “...5 Girsanov’s Theorem -- 5.1 Auxiliary results -- 5.2 Girsanov’s Theorem -- 6 Option Pricing...”
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8
by Iacus, Stefano M.
Published 2011
J. Wiley & Sons
Table of Contents: “...Option Pricing and Estimation of Financial Models with R; Contents; Preface; 1 A synthetic view...”
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9
by Ursone, Pierino
Published 2015
John Wiley & Sons
Subjects: “...Options (Finance) / Statistical methods...”
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10
by Roman, Steven
Published 2012
Springer New York
Table of Contents: “... Background on Options -- 2 An Aperitif on Arbitrage -- Part 2 Discrete-Time Pricing Models -- 3 Discrete...”
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11
by Wang, Song
Published 2020
Springer Nature Singapore
Table of Contents: “...-factor option models -- 5. The super-convergent finite volume method for pricing options...”
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12
by Roman, Steven
Published 2004
Springer New York
Table of Contents: “...Portfolio Risk Management -- Option Pricing Models -- Assumptions -- Arbitrage -- Probability I...”
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13
by Leung, Tim, Santoli, Marco
Published 2016
Springer International Publishing
Table of Contents: “...Introduction -- Price Dynamics of Leveraged ETFs -- Risk Analysis of Leveraged ETFs -- Options...”
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14
by Oliveira, Carlos A. S.
Published 2016
Apress, Distributed by Springer Science+Business Media New York
Table of Contents: “...Chapter 1: Options Concepts -- Chapter 2: Financial Derivatives -- Chapter 3: Basic Algorithms...”
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15
by Conrick, Charles John
Published 2013
John Wiley & Sons, Inc.
Subjects: “...Options (Finance) / fast...”
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16
by Koch-Medina, Pablo, Munari, Cosimo
Published 2020
Springer International Publishing
Table of Contents: “... linear functionals -- One-period models: The Law of One Price -- One-period models: The Fundamental...”
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17
by Cutland, Nigel J., Roux, Alet
Published 2013
Springer London
Table of Contents: “...Derivative Pricing and Hedging -- A Simple Market Model -- Single-Period Models -- Multi-Period...”
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18
by Shreve, Steven
Published 2004
Springer New York
Table of Contents: “...1 The Binomial No-Arbitrage Pricing Model -- 1.1 One-Period Binomial Model -- 1.2 Multiperiod...”
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19
by Itkin, Andrey
Published 2017
Springer New York
Table of Contents: “... and FD -- Brief Introduction into Lévy processes -- Pseudo-parabolic and fractional equations of option...”
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20
by Mele, Antonio, Obayashi, Yoshiki
Published 2015
Springer International Publishing
“... the methodology for options-based "model-free" pricing of equity volatility has been known for some time, little...”