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~person:"Chiarella, Carl"
~person:"Kallsen, Jan"
~person:"Pierret, Diane"
~subject:"Volatilität"
~type_genre:"Aufsatz im Buch"
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Approximate pricing of call options on the quadratic variation in Lévy models
Jahncke, Giso
;
Kallsen, Jan
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 241-256)
.
2016
Persistent link: https://www.econbiz.de/10011800371
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Computational methods for derivatives with early exercise features
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
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2014
Persistent link: https://www.econbiz.de/10010366999
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