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BlackScholes model
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21	THE BINOMIAL OPTION PRICING MODEL The Binomial Option Pricing Model The authors consider the case of option pricing for a binomial process—the first in a series of articles in Financial Engineering. by Simon Benninga Add to Reading List Source URL: pluto.mscc.huji.ac.il Language: English - Date: 2014-02-02 05:57:49 Options Mathematical finance BlackScholes model Risk-neutral measure Put option Call option Volatility Binomial options pricing model Lattice model
22	Asymmetric Volatility Risk: Evidence from Option Markets ⇤ Jens Jackwerth Grigory Vilkov Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2014-02-04 04:12:07 Mathematical finance Options Technical analysis VIX Implied volatility Volatility smile Volatility Stochastic volatility Moneyness BlackScholes model Copula S&P/ASX 200 VIX
23	HEDGING DOUBLE BARRIERS WITH SINGLES∗ Alessandro Sbuelz Tilburg University, First version: December 1999, This version: October 2000, PRELIMINARY Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English Options Mathematical finance Barrier option Option style BlackScholes model Replicating portfolio Option Hedge Futures contract Forward contract VannaVolga pricing
24	(Almost) Model-Free Recovery ∗ Paul Schneider†and Fabio Trojani‡ January 9, 2016 Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:31:25 Mathematical finance BlackScholes model Risk-neutral measure Forward price VIX Forward measure Quantitative analyst Rational pricing
25	An Anatomy of the Equity Premium∗ Paul Schneider† January 9, 2016 Abstract This paper introduces a decomposition of the forward market return in terms of higher-order realized, and option-implied risk aversion, conne Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:31:01 Mathematical finance BlackScholes model Risk aversion Equity premium puzzle Risk premium Volatility Implied volatility Risk-neutral measure Rate of return Normal distribution
26	Microsoft Word - Accounting for Stock Options PRES.doc Add to Reading List Source URL: www.faculty.idc.ac.il Language: English - Date: 2006-04-30 05:11:59 Options Corporate finance Stock market Employment compensation Employee stock option Stock dilution Vesting Valuation Exercise Stock BlackScholes model Employee stock ownership plan
27	Estimation of Risk Neutral Measures using the Generalized Two-Factor Log-Stable Option Pricing Model J. Huston McCulloch and Seung Hwan Lee† March 26, 2008 Abstract Add to Reading List Source URL: www.econ.ohio-state.edu Language: English - Date: 2012-01-12 12:02:17 Mathematical finance Options BlackScholes model Volatility State prices Implied volatility Stable distribution Probability distribution Normal distribution Risk-neutral measure Stochastic volatility ArrowDebreu model
28	A General Framework for Pricing Asian Options Under Markov Processes Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2015-07-02 21:04:44 Options Stochastic processes Mathematical finance Asian option BlackScholes model Continuous-time Markov chain Barrier option Stochastic volatility Markov process Jump process
29	MATHEMATISCHES FORSCHUNGSINSTITUT OBEFRWOLFACH T a g u n g s b e r i c h t Add to Reading List Source URL: fam.tuwien.ac.at Language: English - Date: 2003-06-14 17:14:35 Mathematical finance BlackScholes model Implied volatility Stochastic volatility Risk-neutral measure Volatility Quantitative analyst Brownian motion CoxIngersollRoss model Optimal stopping Option Book:More Finance
30	PRICING OPTIONS USING IMPLIED TREES: EVIDENCE FROM FTSE-100 OPTIONS KIAN GUAN LIM* DA ZHI Add to Reading List Source URL: www3.nd.edu Language: English - Date: 2008-06-18 10:37:34 Mathematical finance Options Volatility smile Implied volatility Local volatility BlackScholes model Volatility Stochastic volatility Valuation of options Binomial options pricing model Lattice model