Path integrals in fluctuating markets with a non-Gaussian option pricing model

2005 ◽  
Author(s):  
Frederic D. R. Bonnet ◽  
John van der Hoek ◽  
Andrew Allison ◽  
Derek Abbott
Keyword(s):  
Option Pricing ◽  
Path Integrals ◽  
Pricing Model ◽  
Option Pricing Model ◽  
Non Gaussian

scholarly journals A non-Gaussian option pricing model with skew

2004 ◽  
Vol 4 (5) ◽  
pp. 499-514 ◽  
Author(s):  
Lisa Borland ◽  
Jean-Philippe Bouchaud
Keyword(s):  
Option Pricing ◽  
Pricing Model ◽  
Option Pricing Model ◽  
Non Gaussian

scholarly journals A non-Gaussian option pricing model with skew

2007 ◽  
Vol 7 (6) ◽  
pp. 703-703 ◽  
Author(s):  
Lisa Borland ◽  
Jean-Philippe Bouchaud
Keyword(s):  
Option Pricing ◽  
Pricing Model ◽  
Option Pricing Model ◽  
Non Gaussian

An analytical approximation for the GARCH option pricing model

1999 ◽  
Vol 2 (4) ◽  
pp. 75-116 ◽  
Author(s):  
Jin-Chuan Duan ◽  
Geneviève Gauthier ◽  
Jean-Guy Simonato
Keyword(s):  
Option Pricing ◽  
Analytical Approximation ◽  
Pricing Model ◽  
Option Pricing Model

Option Pricing Model Estimates: Some Empirical Results

1982 ◽  
Vol 11 (1) ◽  
pp. 58 ◽  
Author(s):  
N. Bulent Gultekin ◽  
Richard J. Rogalski ◽  
Seha M. Tinic
Keyword(s):  
Option Pricing ◽  
Pricing Model ◽  
Empirical Results ◽  
Option Pricing Model

scholarly journals An Option Pricing Model Using High Frequency Data

2016 ◽  
Vol 91 ◽  
pp. 175-179
Author(s):  
Saebom Jeon ◽  
Won Chang ◽  
Yousung Park
Keyword(s):  
Option Pricing ◽  
High Frequency ◽  
High Frequency Data ◽  
Frequency Data ◽  
Pricing Model ◽  
Option Pricing Model
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