scientific article; zbMATH DE number 6402355

MaRDI QIDQ5498434zbMATH OpenFDO

Authors Zengyuan Zhang, Peiluan Li

Publication date 11 February 2015

zbMATH Keywords

Black-Scholes modelEuropean optionfinancial derivativeshedge parameter

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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Cited in

(28)

• Pricing options on securities with discontinuous returns
• The pricing of options and corporate liabilities
• Black-Scholes model under subordination
• The pricing and hedging of an attainable claim in a hybrid Black-Scholes model under regime switching
• Option pricing: a yet simpler approach
• Model-based pricing for financial derivatives
• Applications of the martingale method in pricing of contingent claims
• Existence of optimal parameters for the Black-Scholes option pricing model
• An analysis of modifications of the Black-Scholes model of the dynamics of the pricing of financial derivatives
• An introduction to Black-Scholes modeling and numerical methods in derivatives pricing
• From stochastic dominance to Black-Scholes: an alternative option pricing paradigm
• Analytic models for parameter dependency in option price modelling
• The research of Black-Scholes' formula for pricing European options
• The valuation of Black-Scholes model with continuous dividend payments
• Mathematical model for pricing a class of triggered exchange rate option
• scientific article; zbMATH DE number 1295003 (Why is no real title available?)
• Pricing via anticipative stochastic calculus
• scientific article; zbMATH DE number 2050999 (Why is no real title available?)
• The mathematics of finance: pricing derivatives
• scientific article; zbMATH DE number 1827980 (Why is no real title available?)
• scientific article; zbMATH DE number 796440 (Why is no real title available?)
• Continuously controlled options: derivatives with added flexibility
• Alternative methods to derive option pricing models: review and comparison
• The multidimensional Black-Scholes pricing model under a stochastic interest rate
• The Black-Scholes paper: a personal perspective
• Pricing a nontradeable asset and its derivatives.
• Derivative pricing methodology in continuous-time models
• Exact solutions of a model for asset prices by K. Takaoka

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