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On the distributional characterization of daily log-returns of a world stock index
Fergusson, Kevin; Platen, Eckhard - In: Applied mathematical finance 13 (2006) 1, pp. 19-38
Persistent link: https://www.econbiz.de/10003320030
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Real-world pricing for a modified constant elasticity of variance model
Miller, Shane M.; Platen, Eckhard - In: Applied mathematical finance 17 (2010) 1/2, pp. 147-175
Persistent link: https://www.econbiz.de/10003975379
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A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan; Fung, Man Chung; Ignatieva, Ekaterina; … - In: Applied mathematical finance 22 (2015) 3/4, pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
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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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On Estimation of Volatility Surface and Prediction of Future Spot Volatility
Klebaner, Fima; Le, Truc; Liptser, Robert - In: Applied mathematical finance 13 (2006) 3, pp. 245-264
Persistent link: https://www.econbiz.de/10008222269
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Real-World Pricing for a Modified Constant Elasticity of Variance Model
Miller, Shane; Platen, Eckhard - In: Applied mathematical finance 17 (2010) 2, pp. 147-176
Persistent link: https://www.econbiz.de/10008418934
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On the Distributional Characterization of Daily Log‐Returns of a World Stock Index
Fergusson, Kevin; Platen, Eckhard - In: Applied mathematical finance 13 (2006) 1, pp. 19-38
Persistent link: https://www.econbiz.de/10008222708