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~isPartOf:"Applied mathematical finance"
~person:"Baldeaux, Jan"
~source:"econis"
~subject:"Estimation"
~subject:"Theorie"
~subject:"Volatility"
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Applied mathematical finance
Journal of banking & finance
1
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ECONIS (ZBW)
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Consistent modelling of VIX and equity derivatives using a 3/2 plus jumps model
Baldeaux, Jan
;
Badran, Alexander
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 299-312
Persistent link: https://www.econbiz.de/10010499689
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Static replication of forward-start claims and realized variance swaps
Baldeaux, Jan
;
Rutkowski, Marek
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 99-131
Persistent link: https://www.econbiz.de/10003975324
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