Option pricing under the Merton model of the short rate (Q1037800): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1016/j.matcom.2009.07.006 / rank | |||
| Property / cites work | |||
| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Option pricing: A simplified approach / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: THE GARCH OPTION PRICING MODEL / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4905685 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Option pricing when underlying stock returns are discontinuous / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.MATCOM.2009.07.006 / rank | |||
Normal rank | |||
Latest revision as of 14:16, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing under the Merton model of the short rate |
scientific article |
Statements
Option pricing under the Merton model of the short rate (English)
0 references
16 November 2009
0 references
option pricing
0 references
Merton short rate model
0 references
Black-Scholes option model
0 references
pricing biases
0 references
