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A simple European option pricing formula with a skew Brownian motion – ERRATUM
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
- Published online by Cambridge University Press:
- 16 February 2023, p. 226
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A simple European option pricing formula with a skew Brownian motion
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 4 / October 2023
- Published online by Cambridge University Press:
- 29 November 2022, pp. 1029-1034
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A closed-form pricing formula for catastrophe equity options
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 4 / October 2022
- Published online by Cambridge University Press:
- 15 July 2021, pp. 1103-1115
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A CLOSED-FORM PRICING FORMULA FOR EUROPEAN EXCHANGE OPTIONS WITH STOCHASTIC VOLATILITY
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 3 / July 2022
- Published online by Cambridge University Press:
- 05 January 2021, pp. 606-615
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