MONOTONICITY IN THE VOLATILITY OF SINGLE-BARRIER OPTION PRICES
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Publication:5487834
DOI10.1142/S0219024906003822zbMath1138.91438MaRDI QIDQ5487834
Publication date: 12 September 2006
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
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Cites Work
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- Properties of American option prices
- Robust Hedging of Barrier Options
- Pricing and Hedging Path-Dependent Options Under the CEV Process
- Robustness of the Black and Scholes Formula
- FEYNMAN–KAC FORMULAS FOR BLACK–SCHOLES-TYPE OPERATORS
- Superreplication of Options on Several Underlying Assets
- A fuzzy approach to construction project risk assessment and analysis: Construction project risk management system
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