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~person:"Cheang, Gerald H. L."
~person:"Schlag, Christian"
~subject:"Volatilität"
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Volatilität
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Optionspreistheorie
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Cheang, Gerald H. L.
Schlag, Christian
Zhu, Jianwei
4
Chiarella, Carl
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Hess, Markus
3
Shen, Yang
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Ziogas, Andrew
3
Esser, Angelika
2
Frontczak, Robert
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He, Xue-zhong
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Kim, Donggyu
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Li, Kai
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Quantitative finance
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Working Paper Series: Finance & Accounting
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Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
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Representation of exchange option prices under stochastic volatility jump-diffusion dynamics
Cheang, Gerald H. L.
;
Garces, Len Patrick Dominic M.
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 291-310
Persistent link: https://www.econbiz.de/10012194867
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2
A Note on Forward and Backward Partial Differential Equations for Derivative Contracts with Forwards as Underlyings
Esser, Angelika
;
Schlag, Christian
-
2001
Persistent link: https://www.econbiz.de/10010316247
Saved in:
3
A note on forward and backward partial differential equations for derivative contracts with forward as underlyings
Esser, Angelika
-
2001
Persistent link: https://www.econbiz.de/10013444437
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