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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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Optimal entry and exit strategy under uncertainty with stochastic volatility
Huang, Jinwu - In: Journal of mathematical finance 10 (2020) 1, pp. 157-172
Persistent link: https://www.econbiz.de/10012545586
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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