Book Chapter
Introduction to Monte Carlo and Binomial Models
Springer Finance, 2005, A Course in Derivative Securities, Part I, Pages 87-108
Book Chapter
Black–Scholes Option Pricing Model
Jürgen Franke, Wolfgang Karl Härdle and Christian Matthias Hafner
Universitext, 2011, Statistics of Financial Markets, Part 1, Pages 85-132
Book Chapter
Pricing Equity Options
Ravishankar Mateti
2009, Investment Management, 5, Pages 321-357
Book Chapter
More on Monte Carlo and Binomial Valuation
Springer Finance, 2005, A Course in Derivative Securities, Part II, Pages 197-218
Book Chapter
Black-Scholes Option Pricing Model
Universitext, 2008, Statistics of Financial Markets, Part I, Pages 73-115
Book Chapter
Black-Scholes Option Pricing Model
Szymon Borak, Wolfgang Karl Härdle and Brenda López Cabrera
Universitext, 2010, Statistics of Financial Markets, Part 1, Pages 61-80
Book Chapter
Forward, Futures, and Exchange Options
Springer Finance, 2005, A Course in Derivative Securities, Part II, Pages 129-153
Book Chapter
Option Pricing Models: Black–Scholes–Merton Formulation and Martingale Pricing Theory
Springer Finance, 2008, Mathematical Models of Financial Derivatives, Pages 99-180
Book Chapter
Foreign Exchange
Springer Finance, 2005, A Course in Derivative Securities, Part II, Pages 111-127
Book Chapter
Implied Volatility
Lecture Notes in Economics and Mathematical Systems, 1, Volume 545, Stochastic Implied Volatility, Pages 23-57