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Asia-Pacific financial markets
European journal of operational research : EJOR
712
International journal of theoretical and applied finance
583
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355
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334
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Discussion paper / Tinbergen Institute
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Finance research letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper series / Swiss Finance Institute
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Energy economics
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Economics letters
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NBER working paper series
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The European journal of finance
106
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Lévy processes driven by stochastic volatility
Chourdakis, Kyriakos
- In:
Asia-Pacific financial markets
12
(
2005
)
4
,
pp. 333-352
Persistent link: https://www.econbiz.de/10003496705
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2
A stochastic correlation model with mean reversion for pricing multi-asset options
Ma, Jun
- In:
Asia-Pacific financial markets
16
(
2009
)
2
,
pp. 97-109
Persistent link: https://www.econbiz.de/10003855660
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3
The minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model
Momeya, Romuald Hervé
;
Ben Salah, Zied
- In:
Asia-Pacific financial markets
19
(
2012
)
1
,
pp. 63-98
Persistent link: https://www.econbiz.de/10009532269
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4
A new type of barrier options : lizard option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
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5
Option pricing for symmetric Lévy returns with applications
Hamza, Kais
;
Klebaner, Fima C.
;
Landsman, Zinoviy
;
Tan, …
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010511553
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6
Dimension reduction for pricing options under multidimensional Lévy processes
Imai, Junichi
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010511558
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7
Asymptotic expansion formula of option price under multifactor Heston model
Nagashima, Kazuki
;
Chung, Tsz-Kin
;
Tanaka, Keiichi
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 351-396
Persistent link: https://www.econbiz.de/10010511560
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8
Understanding delta-hedged option returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
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9
Pricing discrete barrier options under stochastic volatility
Shiraya, Kenichiro
;
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
19
(
2012
)
3
,
pp. 205-232
Persistent link: https://www.econbiz.de/10009660697
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10
A discrete-time Clark-Ocone formula for Poisson functionals
Amaba, Takafumi
- In:
Asia-Pacific financial markets
21
(
2014
)
2
,
pp. 97-120
Persistent link: https://www.econbiz.de/10010358455
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