Add to ORKGThis article discusses the underlying theory of the numeraire technique, and illustrates it with five pricing problems: pricing savings plans that offer a choice of interest rates; pricing convertible bonds; pricing employee stock ownership plans; pricing options whose strike price is in a currency different from the stock price; and pricing options whose strike price is correlated with the short-term interest rat
Stock Options are financial instruments whose values depend upon future price movements of the under...
Problem statement: Over centuries traders have seek ways to avoid risks, to take opportunity in mark...
<p><em>An option is a contract to buy or sell a specific financial product officially known as the o...
Abstract In this paper we discuss the significant computational simplification that occurs when opti...
Abstract In this paper we discuss the significant computational simplification that occurs when opti...
Numeraire invariance is a well-known technique in option pricing and hedging theory. It takes a conv...
Numeraire invariance is a well-known technique in option pricing and hedging theory. It takes a conv...
The change of numéraire technique is a standard tool in mathematical finance. We apply it to the ana...
Part I proposes a numeraire-invariant option pricing framework. It defines an option, its price proc...
This paper is a survey on American option pricing theory. The first chapter is an introduction to Am...
The long history of the theory of option pricing began in 1900 when the French mathematician Louis B...
Abstract After an overview of important developments of option pricing theory, this article describe...
M.Comm.Chapter 2 discussed the basic principles underlying of the two major option pricing formulae....
Title: Option Pricing Author: Radek Moravec Department: Department of Probability and Mathematical S...
This particular study has been undertaken to form a basis of comparison in the 2 main pricing techni...
Stock Options are financial instruments whose values depend upon future price movements of the under...
Problem statement: Over centuries traders have seek ways to avoid risks, to take opportunity in mark...
<p><em>An option is a contract to buy or sell a specific financial product officially known as the o...
Abstract In this paper we discuss the significant computational simplification that occurs when opti...
Abstract In this paper we discuss the significant computational simplification that occurs when opti...
Numeraire invariance is a well-known technique in option pricing and hedging theory. It takes a conv...
Numeraire invariance is a well-known technique in option pricing and hedging theory. It takes a conv...
The change of numéraire technique is a standard tool in mathematical finance. We apply it to the ana...
Part I proposes a numeraire-invariant option pricing framework. It defines an option, its price proc...
This paper is a survey on American option pricing theory. The first chapter is an introduction to Am...
The long history of the theory of option pricing began in 1900 when the French mathematician Louis B...
Abstract After an overview of important developments of option pricing theory, this article describe...
M.Comm.Chapter 2 discussed the basic principles underlying of the two major option pricing formulae....
Title: Option Pricing Author: Radek Moravec Department: Department of Probability and Mathematical S...
This particular study has been undertaken to form a basis of comparison in the 2 main pricing techni...
Stock Options are financial instruments whose values depend upon future price movements of the under...
Problem statement: Over centuries traders have seek ways to avoid risks, to take opportunity in mark...
<p><em>An option is a contract to buy or sell a specific financial product officially known as the o...