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Scholes
Results: 564

#	Item
431	New Planning Applications 2014.xls Add to Reading List Source URL: www.holmevalleyparishcouncil.gov.uk Language: English - Date: 2014-06-25 14:38:13 Districts of England Holmfirth Honley Netherthong Meltham Brockholes Thongsbridge Huddersfield Scholes Holme Valley Kirklees Geography of England Holme Valley
432	Available online at www.sciencedirect.com Physica A[removed] – 557 www.elsevier.com/locate/physa Add to Reading List Source URL: srikant.org Language: English - Date: 2009-11-30 21:45:53 Investment Mathematical finance Equations Stochastic processes Black–Scholes Asian option Path integral formulation Barrier option Futures contract Financial economics Options Finance
433	Colorado Ninety-Nines March 2014 Newsletter of the Colorado Ninety-Nines International Organization of Women Pilots Add to Reading List Source URL: www.colorado99s.org Language: English - Date: 2014-02-28 15:39:20 Ninety-Nines Galveston Texas Scholes International Airport at Galveston Houston Geography of Texas Texas Geography of the United States
434	Demand-Based Option Pricing Nicolae Gˆarleanu University of California at Berkeley, CEPR, and NBER Lasse Heje Pedersen New York University, CEPR, and NBER Allen M. Poteshman Add to Reading List Source URL: people.stern.nyu.edu Language: English - Date: 2010-02-07 17:25:57 Options Investment Black–Scholes Implied volatility Risk-neutral measure Forward contract Futures contract Stochastic volatility Volatility smile Financial economics Mathematical finance Finance
435	2012 COUNT Methodology and Results Summary July 2013 by Judith Scholes Add to Reading List Source URL: cwila.com Language: English - Date: 2014-04-23 22:33:36
436	Clamping Down on Arbitrage Peter J¨ackel∗ First version: 20th September 2013 This version: 24th April 2014 Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2014-04-24 12:51:00 Finance Investment Implied volatility Volatility Black–Scholes Binary option Butterfly Interpolation Futures contract Financial economics Mathematical finance Options
437	Quanto Skew with stochastic volatility Peter J¨ackel∗ First version: This version: 29th March 2010 Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:38 Finance Investment Volatility smile Implied volatility Quanto Volatility Stochastic volatility Local volatility Black–Scholes Financial economics Mathematical finance Options
438	Valuing American options in the presence of user-defined smiles and time-dependent volatility: scenario analysis, model stress and lower-bound pricing applications. Peter J¨ackel∗ Riccardo Rebonato† Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:24:32 Finance Investment Volatility smile Volatility Implied volatility Local volatility Stochastic volatility Black–Scholes Moneyness Financial economics Mathematical finance Options
439	ECONOMIC ANNALS, Volume LIX, No[removed]January – March 2014 UDC: 3.33 ISSN: [removed]DOI:[removed]EKA1400091R Biljana Rakić* Tamara Rađenović Add to Reading List Source URL: ea.ekof.bg.ac.rs Language: English - Date: 2014-06-10 08:46:02** Economics Real options valuation Valuation Black–Scholes Public–private partnership Risk Put option Financial risk Discounted cash flow Options Financial economics Finance
440	Asymptotic expansions and continuity corrections for discretely sampled options Sam Howison, Oxford University Joint work with Mario Steinberg, Charlotte Heiming and Matthew Shirley Add to Reading List Source URL: people.maths.ox.ac.uk Language: English - Date: 2004-10-25 12:22:35 Mathematical finance Options Stock market Finance Economics Financial economics Black–Scholes Equations

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