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Calibration of stock betas from skews of implied volatilities
Fouque, Jean-Pierre; Kollman, Eli - In: Applied mathematical finance 18 (2011) 1/2, pp. 119-137
Persistent link: https://www.econbiz.de/10009154374
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Stock loans in incomplete markets
Grasselli, Matheus R.; Gómez, Cesar - In: Applied mathematical finance 20 (2013) 1/2, pp. 118-136
Persistent link: https://www.econbiz.de/10009737173
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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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Numerical approximation of the implied volatility under arithmetic Brownian motion
Choi, Jaehyuk; Kim, Kwangmoon; Kwak, Minsuk - In: Applied mathematical finance 16 (2009) 3/4, pp. 261-268
Persistent link: https://www.econbiz.de/10003916161
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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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Valuing volatility and variance swaps for a non-Gaussian Ornstein-Uhlenbeck stochastic volatility model
Benth, Fred Espen; Groth, Martin; Kufakunesu, Rodwell - In: Applied mathematical finance 14 (2007) 4, pp. 347-363
Persistent link: https://www.econbiz.de/10003543050