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A simple calibration procedure of stochastic volatility models with jumps by short term asymptotics
Medvedev, Alexey (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864584
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Irreversible investment with regime shifts
Guo, Xin (contributor); Miao, Jianjun (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865012
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Start-ups defined as portfolios of embedded options
Botteron, Pascal (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791456
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Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng (contributor); Scaillet, Olivier (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790927
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Theory and calibration of swap market models
Galluccio, Stefano; Huang, Zhijhang; Ly, Jean-Michel; … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240424