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~isPartOf:"Bundesbank Series 1 Discussion Paper"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Chevallier, Julien"
~person:"Forde, Martin"
~person:"Lux, Thomas"
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Chevallier, Julien
Forde, Martin
Lux, Thomas
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Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
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Small-time asymptotics for implied volitility under the Heston model
Forde, Martin
;
Jacquier, Antoine
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 861-876
Persistent link: https://www.econbiz.de/10003911247
Saved in:
2
The large-maturity smile for the SABR and CEV-Heston models
Forde, Martin
;
Pogudin, Andrey
- In:
International journal of theoretical and applied finance
16
(
2013
)
8
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010243621
Saved in:
3
Exact pricing and large-time asymptotics for the modified SABR model and the Brownian exponential functional
Forde, Martin
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 559-578
Persistent link: https://www.econbiz.de/10009269355
Saved in:
4
Volatility clustering in financial markets : a microsimulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10001526862
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5
Genetic Learning as an Explanation of Stylized Facts of Foreign Exchange Markets
Lux, Thomas
-
2016
Persistent link: https://www.econbiz.de/10012991383
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