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pdlug options [3 articles]

Recent papers added to pdlug library classified by the tag options. You can also see everyone's options.
  • Why We Have Never Used the Black-Scholes-Merton Option Pricing Formula (fourth version)
    Social Science Research Network Working Paper Series (January 2008)
    by Espen G Haug, Nassim N Taleb
  • Path Dependent Option Pricing: The Path Integral Partial Averaging Method
    Social Science Research Network Working Paper Series (November 1999)
    by Andrew Matacz, Afa
    posted to finance integral option options path by pdlug on 2007-07-31 03:15:49 as **
  • Reaching Goals by a Deadline: Digital Options and Continuous-Time Active Portfolio Management
    (February 1996)
    by Sid Browne
    posted to finance management optimal options portfolio utility by pdlug on 2007-05-29 17:05:03 as **
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