A strengthened solution to option manipulation
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Publication:5883609
DOI10.1080/03155986.2022.2044222OpenAlexW4214669850MaRDI QIDQ5883609
Changyong Zhang, Unnamed Author
Publication date: 21 March 2023
Published in: INFOR: Information Systems and Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03155986.2022.2044222
Cites Work
- The Pricing of Options and Corporate Liabilities
- Jumps and stochastic volatility in crude oil prices and advances in average option pricing
- Spectral Expansions for Asian (Average Price) Options
- Impact of Flexible Periodic Premiums on Variable Annuity Guarantees
- Exact retrospective Monte Carlo computation of arithmetic average Asian options
- Option pricing when underlying stock returns are discontinuous
- On stochastic differential equations
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