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Applied mathematical finance
International journal of theoretical and applied finance
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Asia Pacific business review
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Applied Mathematical Finance
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1
An E-ARCH model for the term structure of implied volatility of FX options
Zhu, Yingzi
- In:
Applied mathematical finance
4
(
1997
)
2
,
pp. 81-100
Persistent link: https://www.econbiz.de/10001226702
Saved in:
2
Managing the volatility risk of portfolios of derivate securities : the Lagrangian uncertain volatility model
Avellaneda, Marco
- In:
Applied mathematical finance
3
(
1996
)
1
,
pp. 21-52
Persistent link: https://www.econbiz.de/10001209610
Saved in:
3
On parabolic equations with gauge function term and applications to the multidimensional Leland equation
Kampen, Jörg
;
Avellaneda, Marco
- In:
Applied mathematical finance
10
(
2003
)
3
,
pp. 215-228
Persistent link: https://www.econbiz.de/10001841294
Saved in:
4
Calibrating volatility surfaces via relative-entropy minimization
Avellaneda, Marco
(
contributor
)
- In:
Applied mathematical finance
4
(
1997
)
1
,
pp. 37-64
Persistent link: https://www.econbiz.de/10001226743
Saved in:
5
Combinatorial implications of nonlinear uncertain volatility models : the case of barrier options
Avellaneda, Marco
;
Buff, Robert
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001449223
Saved in:
6
Trading signals in VIX futures
Avellaneda, Marco
;
Li, Thomas Nanfeng
;
Papanicolaou, Andrew
- In:
Applied mathematical finance
28
(
2021
)
3
,
pp. 275-298
Persistent link: https://www.econbiz.de/10013171072
Saved in:
7
An E-ARCH model for the term structure of implied volatility of FX options
Zhu, Yingzi
;
Avallaneda, Marco
- In:
Applied mathematical finance
4
(
1997
)
2
,
pp. 81-100
Persistent link: https://www.econbiz.de/10008219569
Saved in:
8
On parabolic equations with gauge function term and applications to the multidimensional Leland equation
Kampen, Jörg
;
Avellaneda, Marco
- In:
Applied mathematical finance
10
(
2003
)
3
,
pp. 215-228
Persistent link: https://www.econbiz.de/10008215184
Saved in:
9
PAPERS - Combinatorial implications of nonlinear uncertain volatility models: Case of barrier options
Avellaneda, Marco
;
Buff, Robert
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10008218059
Saved in:
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