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Generalized volatility-stabilized processes
Picková, Radka - In: Annals of finance 10 (2014) 1, pp. 101-125
Persistent link: https://www.econbiz.de/10010244577
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Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
Bayraktar, Erhan; Young, Virginia R. - In: Annals of finance 4 (2008) 4, pp. 399-429
Persistent link: https://www.econbiz.de/10003737188
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A stock market model based on CAPM and market size
Flores, Brandon; Ofori-Atta, Blessing; Sarantsev, Andrey - In: Annals of finance 17 (2021) 3, pp. 405-424
Persistent link: https://www.econbiz.de/10012622329
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Inference for systems of stochastic differential equations from discretely sampled data : a numerical maximum likelihood approach
Lux, Thomas - In: Annals of finance 9 (2013) 2, pp. 217-248
Persistent link: https://www.econbiz.de/10009741196
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Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes
Krasin, Vladislav Y.; Smirnov, Ivan; Melʹnikov, … - In: Annals of finance 14 (2018) 2, pp. 195-209
Persistent link: https://www.econbiz.de/10011945591
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Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate
Zhang, Yumo - In: Annals of finance 18 (2022) 4, pp. 511-544
Persistent link: https://www.econbiz.de/10013489465