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Hedging with a misspecified model
Søndergaard Rasmussen, Nicki (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724264
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Hyperbolic processes in finance
Bibby, Bo Martin (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
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Realised power variation and stochastic models
Barndorff-Nielsen, Ole E. (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
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Feller processes of Normal Inverse Gaussian type
Barndorff-Nielsen, Ole E. (contributor);  … - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543241
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Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I. (contributor);  … - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
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Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael (contributor);  … - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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Option pricing in stochastic volatility models of the Ornstein-Uhlenbeck type
Nicolato, Elisa (contributor);  … - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001663272
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Integrated OU processes
Barndorff-Nielsen, Ole E. (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
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Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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Power and bipower variation with stocjastic volatility and jumps
Brandorff-Nielsen, Ole E. (contributor);  … - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251