European call - Globe Thesis

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Keyword [European call] Result: 1 - 20 \| Page: 1 of 2
1.	The Effect Of Exchange Rate Risk To European Call Option Pricing
2.	An Actuarial Approach To Some Kinds Of Pricing Option Under Vasicek Interest Rates Model
3.	The Option Pricing In Jump-diffusion Model
4.	Calibration Of Local Volatility Surfaces Using Tikhonov Regularization
5.	A New European-style Option Pricing Model
6.	The European Option Pricing With Dividend Based On Fractional Brown Motion
7.	Finite Difference Method For European Call Option Pricing Differential Equation
8.	European Call Foreign Currency Option Under Stochastic Interest Rate
9.	Regularization Methods For Implied Volatility In Option Pricing
10.	The Actuarial Approach To Option Pricing
11.	Equivalence Formula Of Option Pricing Under The Jump-diffusion Model
12.	Option Pricing And Empricial Studies Based On Double Exponential Jump Diffusion Model
13.	The Actuarial Pricing Method Of Two Types Options
14.	Stochastic Volatility Pricing Of European Call Lookback Options
15.	The Pricing Of Options On The Binomial Model With Proposed Long-range Dependence
16.	A Study Based On Fractional Brown Motion With Time Varying Hurst Index And GARCH Model In European Option Pricing
17.	Applied Study Of Option Pricing For Stochastic Volatility Model Based On Generalized Moment Method
18.	The Mathematical Theory Of The Price Density Function Of European Call Options
19.	Stochastic modeling of financial derivatives
20.	Stochastic dynamic programming: Monte Carlo simulation and applications to finance
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