A generalized European option pricing model with risk management

被引:0
|
作者
Feng, Chengxiao [1 ]
Tan, Jie [2 ]
Jiang, Zhenyu [3 ]
Chen, Shuang [1 ]
机构
[1] Hubei University, Business School, China
[2] Sun Yat-sen University, School of Management, China
[3] Huazhong University of Science and Technology, School of Management, China
关键词
Financial markets;
D O I
暂无
中图分类号
学科分类号
摘要
引用
下载
收藏
相关论文
共 50 条
  • [21] The European Vulnerable Option Pricing with Jumps Based on a Mixed Model
    Wang, Chao
    He, Jianmin
    Li, Shouwei
    DISCRETE DYNAMICS IN NATURE AND SOCIETY, 2016, 2016
  • [22] Upwind numerical approach for an American and European option pricing model
    Appl Math Comput (New York), 2-3 (273-286):
  • [23] Pricing Model of European Fixed Strike Lookback Put Option
    Zhang, Yan
    Han, Miao
    Chen, Shaohua
    Ding, Yujie
    PROCEEDINGS OF THE SECOND INTERNATIONAL CONFERENCE ON MODELLING AND SIMULATION (ICMS2009), VOL 3, 2009, : 238 - 243
  • [24] European barrier option pricing formulas of uncertain currency model
    Jie Deng
    Zhongfeng Qin
    Soft Computing, 2021, 25 : 8653 - 8663
  • [25] European option pricing under multifactor uncertain volatility model
    Sabahat Hassanzadeh
    Farshid Mehrdoust
    Soft Computing, 2020, 24 : 8781 - 8792
  • [26] European barrier option pricing formulas of uncertain currency model
    Deng, Jie
    Qin, Zhongfeng
    SOFT COMPUTING, 2021, 25 (13) : 8653 - 8663
  • [27] European option pricing under multifactor uncertain volatility model
    Hassanzadeh, Sabahat
    Mehrdoust, Farshid
    SOFT COMPUTING, 2020, 24 (12) : 8781 - 8792
  • [28] BOND SYSTEMATIC-RISK AND THE OPTION PRICING MODEL
    WEINSTEIN, MI
    JOURNAL OF FINANCE, 1983, 38 (05): : 1415 - 1429
  • [29] NUMERICAL SOLUTIONS OF OPTION PRICING MODEL WITH LIQUIDITY RISK
    Lee, Jonu
    Kim, Seki
    COMMUNICATIONS OF THE KOREAN MATHEMATICAL SOCIETY, 2008, 23 (01): : 141 - 151
  • [30] Generalized parameter functions for option pricing
    Andreou, Panayiotis C.
    Charalambous, Chris
    Martzoukos, Spiros H.
    JOURNAL OF BANKING & FINANCE, 2010, 34 (03) : 633 - 646