Share returns distribution: empirical observations and implications for options pricing

Comparing of some sensitivities for nonlinear models comparing of some sensitivities (Greeks) for nonlinear models of option pricing with market illiquidity

Geometric average options for several futures

PROXIMITY OF BACHELIER AND SAMUELSON MODELS FOR DIFFERENT METRICS

The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades

ON MARKET COMPLETIONS APPROACH TO OPTION PRICING

Real options in management of modern corporation: perspectives of usage and the problem of valuation

ON APPROXIMATE PRICING OF SPREAD OPTIONS VIA CONDITIONAL VALUE-AT-RISK

Ценообразование и ограничения при валютном обмене

The optimal rehedging interval for the options portfolio within the RAPM, taking into account transaction costs and liquidity costs