2 citations · 2 across the 4 of their papers we have counts for
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q-fin.PR2014
New analytic approach to address Put - Call parity violation due to discrete dividends
Alexander Buryak, Ivan Guo
The issue of developing simple Black-Scholes type approximations for pricing European options with large discrete dividends was popular since early 2000's with a few different appr…
q-fin.PR2014
Effective and simple VWAP option pricing model
Alexander Buryak, Ivan Guo
Volume weighted average price (VWAP) options are a popular security type in many countries, but despite their popularity very few pricing models have been developed so far for VWAP…