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~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
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Department of Economics and Business, Universitat Pompeu Fabra
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A generalization of Hull and White formula and applications to option pricing approximation
Alòs, Elisa
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002111661
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A general decomposition formula for derivative prices in stochastic volatility models
Alòs, Elisa
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747474
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