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Exact superreplication strategies for a class of derivative assets
Vanden, Joel M. - In: Applied mathematical finance 13 (2006) 1, pp. 61-87
Persistent link: https://www.econbiz.de/10003320040
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To react or not? : technology shocks, fiscal policy and welfare in the EU-3
Malley, James R.; Philippopulos, Apostolēs; Woitek, Ulrich - In: European economic review : EER 53 (2009) 6, pp. 689-714
Persistent link: https://www.econbiz.de/10003882535
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Numerical methods for non-linear black-scholes equations
Heider, Pascal - In: Applied mathematical finance 17 (2010) 1/2, pp. 59-81
Persistent link: https://www.econbiz.de/10003975272
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Static replication of forward-start claims and realized variance swaps
Baldeaux, Jan; Rutkowski, Marek - In: Applied mathematical finance 17 (2010) 1/2, pp. 99-131
Persistent link: https://www.econbiz.de/10003975324
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Stochastic volatility effects on defaultable bonds
Fouque, Jean-Pierre; Sircar, Kaushik Ronnie; Sølna, Knut - In: Applied mathematical finance 13 (2006) 3, pp. 215-244
Persistent link: https://www.econbiz.de/10003383651
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On estimation of volatility surface and precition of future spot volatility
Klebaner, Fima; Le, Truc; Lipcer, Robert S. - In: Applied mathematical finance 13 (2006) 3, pp. 245-263
Persistent link: https://www.econbiz.de/10003383702
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Indifference pricing and hedging for volatility dervivatives
Grasselli, M. R.; Hurd, T. R. - In: Applied mathematical finance 14 (2007) 4, pp. 303-317
Persistent link: https://www.econbiz.de/10003543040
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Numerical methods and volatility models for valuing cliquet options
Windcliff, H. A.; Forsyth, Peter A.; Vetzal, Kenneth R. - In: Applied mathematical finance 13 (2006) 4, pp. 353-386
Persistent link: https://www.econbiz.de/10003396217
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A time-dependent variance model for pricing variance and volatility swaps
Goard, Joanna - In: Applied mathematical finance 18 (2011) 1/2, pp. 51-70
Persistent link: https://www.econbiz.de/10009155489
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Exchange-rate volatility and trade : a semiparametric approach
Mukherjee, Debasri; Pozo, Susan - In: Applied economics 43 (2011) 13/15, pp. 1617-1627
Persistent link: https://www.econbiz.de/10009239338