DF Structure Models for Options Pricing
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References listed on IDEAS
- Barone-Adesi, Giovanni & Whaley, Robert E, 1987. " Efficient Analytic Approximation of American Option Values," Journal of Finance, American Finance Association, vol. 42(2), pages 301-320, June.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Feng, Dai & Yuan-Zheng, Zhong, 2006. "The Stochastic Advance-Retreat Course: An Approach to Analyse Social-Economic Evolution," MPRA Paper 117, University Library of Munich, Germany.
- Feng Dai & Jianping Qi & Ling Liang, 2011. "Socio-economic development model based on stochastic advance-retreat course: An analysis on US economy in recent 70 years," International Journal of Social Economics, Emerald Group Publishing, vol. 38(5), pages 416-437, April.
- Feng Dai & Lin Liang, 2005. "The Advance in Partial Distribution£ºA New Mathematical Tool for Economic Management," Econometrics 0508001, EconWPA.
- Feng Dai & Feng Han, 2004. "Optimal Choice Models for Executing Time to American Options," Finance 0412016, EconWPA.
- Feng Dai & Yajun Sun & Songtao Wu, 2008.
"The Structure Models for Futures Options Pricing and Related Researches,"
The IUP Journal of Applied Economics,
IUP Publications, vol. 0(3), pages 61-76, May.
- Feng Dai & Dongkai Zhai & Zifu Qin, 2005. "The Structure Models for Futures Options Pricing and Related Researches," International Finance 0503010, EconWPA.
- Feng Dai & Hui Liu & Ying Wang, 2005.
"Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging,"
EERI Research Paper Series
EERI_RP_2005_03, Economics and Econometrics Research Institute (EERI), Brussels.
- Feng Dai & Hui Liu & Ying Wang, 2005. "Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging," Econometrics 0507012, EconWPA.
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