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- [1] A CLOSED-FORM SOLUTION FOR OPTIONS WITH STOCHASTIC VOLATILITY WITH APPLICATIONS TO BOND AND CURRENCY OPTIONS REVIEW OF FINANCIAL STUDIES, 1993, 6 (02): : 327 - 343
- [2] An explicit closed-form analytical solution for European options under the CGMY model COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2017, 42 : 285 - 297
- [4] Instalment Options: A Closed-Form Solution and the Limiting Case MATHEMATICAL CONTROL THEORY AND FINANCE, 2008, : 211 - +
- [5] The closed-form solution for pricing American put options ANNALS OF ECONOMICS AND FINANCE, 2007, 8 (01): : 197 - 216
- [7] CLOSED FORM VALUATION OF VULNERABLE EUROPEAN OPTIONS WITH STOCHASTIC CREDIT SPREADS ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, 2019, 53 (04): : 293 - 311
- [8] A Quasi-Closed-Form Solution for the Valuation of American Put Options INTERNATIONAL JOURNAL OF FINANCIAL STUDIES, 2020, 8 (04): : 1 - 18
- [9] A closed-form solution for options with ambiguity about stochastic volatility Review of Derivatives Research, 2014, 17 : 125 - 159