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BlackScholes model
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31	Mathematical Finance, Vol. 7, No. 4 (October 1997), 325–348 A CONTINUITY CORRECTION FOR DISCRETE BARRIER OPTIONS MARK BROADIE AND PAUL GLASSERMAN Columbia Business School, New York STEVEN KOU Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2003-10-31 13:23:00 Options Barrier option BlackScholes model Option style Normal distribution Option
32	Microsoft PowerPoint - Svetlana.ppt Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:46:57 Probability distributions Options Mathematical finance Log-normal distribution Normal distribution BlackScholes model Futures contract
33	CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2009-07-06 16:20:34 Mathematical finance Options United States housing bubble Technical analysis Corporate finance Credit default swap High-yield debt BlackScholes model Volatility Stochastic volatility Corporate bond Capital structure
34	Option Pricing on Cash Mergers Victor H. Martinez, Ioanid Ro¸su and C. Alan Bester∗ September 30, 2009 Abstract When a cash merger is announced but not completed, there are two main sources Add to Reading List Source URL: www.hec.unil.ch Language: English - Date: 2010-01-22 04:26:14 Mathematical finance Options BlackScholes model Volatility Implied volatility Moneyness Binary option Putcall parity Risk-neutral measure Local volatility VIX
35	EOR_Feb25_2007_chernov.dvi Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:15:06 Mathematical finance Options Volatility smile Implied volatility Volatility Moneyness BlackScholes model Stochastic volatility Valuation of options Greeks VIX
36	General Properties of Option Prices Yaacov Z. Bergman1 , Bruce D. Grundy2 and Zvi Wiener3 Forthcoming: The Journal of Finance First Draft: February 1995 Current Draft: January Add to Reading List Source URL: pluto.mscc.huji.ac.il Language: English - Date: 2014-02-02 05:57:49 Mathematical finance Stochastic volatility Volatility BlackScholes model Convexity Futures contract Autoregressive conditional heteroskedasticity Stochastic process Convex function Convex set
37	B I N O M I A L O P T I O N P R I C I N G, T H E B L A C K-S C H O L E S O P T I O N P R I C I N G F O R M U L A, A N D E X O T I C O P T I O N S Binomial Option Pricing, the Black-Scholes Option Pricing Formula, and Ex Add to Reading List Source URL: pluto.mscc.huji.ac.il Language: English - Date: 2014-02-02 05:57:49 Mathematical finance Options Probability distributions Investment Equations BlackScholes model Normal distribution Log-normal distribution Asian option Binomial options pricing model Lookback option
38	Option Valuation using Finite Differences October 2015 Option Valuation using Finite Differences Martin Toyer, CTO, TFG Financial Systems. Peter Russell, Team Lead, TFG Financial Systems Add to Reading List Source URL: www.tfgsystems.com Language: English - Date: 2015-10-08 08:18:22 Mathematical finance Options VannaVolga pricing BlackScholes model Barrier option Implied volatility Valuation Partial differential equation Volatility smile Finite difference methods for option pricing
39	Option Pricing with Aggregation of Physical Models and Nonparametric Statistical Learning∗ Jianqing Fana a Loriano Mancinib Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:15:03 Mathematical finance Options Implied volatility BlackScholes model Volatility smile Moneyness Volatility Stochastic volatility Nonparametric regression Binomial options pricing model Lattice model
40	MANAGEMENT SCIENCE Vol. 57, No. 11, November 2011, pp. 2067–2081 issn eissn 11 5711 2067 http://dx.doi.orgmnsc Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2011-12-14 17:41:48 Probability distributions Stochastic processes Options Mathematical finance Exponentials Lookback option BlackScholes model Exponential distribution Weibull distribution Normal distribution Jump diffusion Phase-type distribution