- The
model preceded the
Garman and Kolhagen's Model. In 1983
Garman and
Kohlhagen extended the Black–Scholes
model to cope with the
presence of two interest...
- The
Kohlhagen Building is a
historic commercial building located in
downtown Roseburg, Oregon,
United States. It was
built between 1906 and 1912. The...
-
Lisette Anna
Kohlhagen (20
December 1890 – 2
February 1969) was a
South Australian artist.
Lisette was born at Kilkerran, near Maitland,
South Australia...
- four-factor
model Arbitrage pricing theory Black–Scholes
Black Garman–
Kohlhagen Heston CEV SABR Korn-Kreer-Lenssen Bonds,
other interest rate instruments...
-
Journal of
Financial Economics, 3, 167-179. Garman, Mark B. and
Steven W.
Kohlhagen (1983).
Foreign currency option values,
Journal of
International Money...
- Mail (Albury, NSW). 13
April 1951. p. 11.
Retrieved 12
October 2024.
Kohlhagen,
Brett (23 July 2008). "Hume Split". The
Border Mail.
Fairfax Media. Archived...
-
pricing Vanna–Volga
pricing Trinomial tree
Implied trinomial tree Garman-
Kohlhagen model Lattice model (finance) Margrabe's
formula Carr–Madan
formula Pricing...
-
Constant elasticity of
variance (CEV) Cox–Ingersoll–Ross (CIR) Garman–
Kohlhagen Heath–Jarrow–Morton (HJM)
Heston Ho–Lee Hull–White Korn-Kreer-Lenssen...
-
Bachelier Binomial Black Black–Scholes (equation)
Finite difference Garman–
Kohlhagen Heston Lattices Margrabe Put–call
parity MC
Simulation Real
options Trinomial...
-
Bachelier Binomial Black Black–Scholes (equation)
Finite difference Garman–
Kohlhagen Heston Lattices Margrabe Put–call
parity MC
Simulation Real
options Trinomial...
