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Valuation of R&D compound option using Markov chain approach
D'Amico, Guglielmo; Villani, Giovanni - In: Annals of finance 17 (2021) 3, pp. 379-404
Persistent link: https://www.econbiz.de/10012622325
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Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo; D'Addona, Stefano - In: Annals of finance 19 (2023) 4, pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
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A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets
Li, Xun; Wu, Zhenyu - In: Annals of finance 2 (2006) 2, pp. 179-205
Persistent link: https://www.econbiz.de/10003282234
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Estimation and pricing under long-memory stochastic volatility
Chronopoulou, Alexandra; Viens, Frederi G. - In: Annals of finance 8 (2012) 2/3, pp. 379-403
Persistent link: https://www.econbiz.de/10009548079
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Affine fractional stochastic volatility models
Comte, Fabienne; Coutin, Laure; Renault, Eric - In: Annals of finance 8 (2012) 2/3, pp. 337-378
Persistent link: https://www.econbiz.de/10009548082
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Implied and realized volatility : empirical model selection
Zhang, Lan - In: Annals of finance 8 (2012) 2/3, pp. 259-275
Persistent link: https://www.econbiz.de/10009548090
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Stochastic volatility and stochastic leverage
Veraart, Almut E. D.; Veraart, Luitgard - In: Annals of finance 8 (2012) 2/3, pp. 205-233
Persistent link: https://www.econbiz.de/10009548093
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Option pricing under a stressed-beta model
Fouque, Jean-Pierre; Tashman, Adam P. - In: Annals of finance 8 (2012) 2/3, pp. 183-203
Persistent link: https://www.econbiz.de/10009548095
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Displaced lognormal volatility skews : analysis and applications to stochastic volatility simulations
Lee, Roger; Wang, Dan - In: Annals of finance 8 (2012) 2/3, pp. 159-181
Persistent link: https://www.econbiz.de/10009548134
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Symposium on stochastic volatility : an introductory overview
Viens, Frederi G. - In: Annals of finance 8 (2012) 2/3, pp. 151-157
Persistent link: https://www.econbiz.de/10009548135