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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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Pricing american options when the underlying stock price exhibits time-vaying volatility
Stentoft, Lars (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
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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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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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Power and bipower variation with stocjastic volatility and jumps
Brandorff-Nielsen, Ole E. (contributor);  … - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763251
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Higher-order finite element solutions of options prices
Raahauge, Peter (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
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On Asian options of American type
Peskir, Goran (contributor); Uys, N. (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
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Estimation and inference in optimal stopping models of options and search
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607778
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A note on the call-put parity and a call-put duality
Peskir, Goran (contributor);  … - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
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Testing the martingale restriction for option implied densities
Busch, Thomas (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622