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Option Markets.

Subjects: *OPTIONS (Finance); NONFICTIONOPTION Markets (Book)COX, John; RUBENSTEIN, Mark

  • Source: Journal of Finance (Wiley-Blackwell). Jun86, Vol. 41 Issue 2, p521-522. 2p.

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Academic Journal

A SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORY.

Subjects: OPTIONS (Finance); PRICING; PRICES

  • Source: Journal of Finance (Wiley-Blackwell); May76, Vol. 31 Issue 2, p383-402, 20p, 1 Diagram

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Academic Journal

The constant elasticity of variance option pricing model.

Subjects: *STOCK prices; *MARKET volatility; *ELASTICITY (Economics)BLACK, Fischer

  • Source: Journal of Portfolio Management. Dec96 Special Issue Tribute, Vol. 23 Issue 1, p15. 3p.

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A New Proxy for Estimating the Roughness of Volatility.

Subjects: MARKET volatility; STANDARD & Poor's 500 Index; STOCHASTIC models

  • Source: Journal of Risk & Financial Management; Apr2024, Vol. 17 Issue 4, p131, 15p

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Option Pricing with the Logistic Return Distribution.

Subjects: PRICES; RATE of return on stocks; BLACK-Scholes model

  • Source: Journal of Risk & Financial Management; Feb2024, Vol. 17 Issue 2, p67, 16p

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Academic Journal

Pricing Path-Dependent Options under Stochastic Volatility via Mellin Transform.

Subjects: MELLIN transform; PRICES; MONTE Carlo method

  • Source: Journal of Risk & Financial Management; Oct2023, Vol. 16 Issue 10, p456, 17p

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  • 1-10 of  100 results for ""Cox, John""