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Conditional law of the hitting time for a Lévy process in incomplete observation
Ngom, Waly - In: Journal of mathematical finance 5 (2015) 5, pp. 505-524
Persistent link: https://www.econbiz.de/10011440708
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Uncertain volatility derivative model based on the polynomial chaos
Drakos, Stefanos - In: Journal of mathematical finance 6 (2016) 1, pp. 55-63
Persistent link: https://www.econbiz.de/10011543102
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A comparative study of equilibrium equity premium under discrete distributions of jump amplitudes
Mukupa, George M.; Offen, Elias R.; Kunda, Douglas; … - In: Journal of mathematical finance 6 (2016) 1, pp. 232-246
Persistent link: https://www.econbiz.de/10011543918
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Attenuated model of pricing credit default swap under the fractional Brownian motion environment
Gu, Wenjing; Liu, Yinglin; Hao, Ruili - In: Journal of mathematical finance 6 (2016) 2, pp. 247-259
Persistent link: https://www.econbiz.de/10011543929
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A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj - In: Journal of mathematical finance 6 (2016) 2, pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
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The barrier binary options
Gao, Min; Wei, Zhenfeng - In: Journal of mathematical finance 10 (2020) 1, pp. 140-156
Persistent link: https://www.econbiz.de/10012545572
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Malliavin differentiability of CEV-type Heston model
Tsumurai, Shota - In: Journal of mathematical finance 10 (2020) 1, pp. 173-199
Persistent link: https://www.econbiz.de/10012545592
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An approach of price process, risk measures and European option pricing taking into account the rating
Tadmon, Calvin; Njike-Tchaptchet, Eric Rostand - In: Journal of mathematical finance 10 (2020) 2, pp. 306-333
Persistent link: https://www.econbiz.de/10012545718
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About stochastic calculus in presence of jumps at predictable stopping times
Galtchouk, Leonid - In: Journal of mathematical finance 6 (2016) 3, pp. 443-456
Persistent link: https://www.econbiz.de/10011583560
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Application of fast N-body algorithm to option pricing under CGMY model
Sakuma, Takayuki - In: Journal of mathematical finance 7 (2017) 2, pp. 308-318
Persistent link: https://www.econbiz.de/10011673900