JOHN C.HULL
Lévy Processes in Finance: Theory, Numerics, and Empirical Facts
contract design, arbitrage, and hedging in the eurodollar futures
Fall 10 489f10t1.pdf
CHAPTER 16 Futures Contracts
3. The Black-Scholes model
A Study of Implied Risk-Neutral Density Functions in
A new approach for option pricing under stochastic volatility
a diversified portfolio of alternative strategies
9 Complete and Incomplete Market Models
467 Zhou, Z. Two-Factor Capital Structure Models For Equity And
3 Comparison of installment option and vanilla option
Optimal Hedging when the Underlying Asset Follows a
Introduction to Pricing and Hedging Continuous Time
Does Global Fear Predict Fear in BRICS Stock Markets?
put
The Impact of Short-Selling in Financial Markets
Studies of Barrier Options and their Sensitivities
Storage costs in commodity option pricing
Speculation, Risk Aversion, and Risk Premiums in the Crude Oil
