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A decomposition formula for option prices in the Heston model and applications to option pricing approximation
Alòs, Elisa
- In:
Finance and Stochastics
16
(
2012
)
3
,
pp. 403-422
Persistent link: https://www.econbiz.de/10010997054
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2
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa
;
León, Jorge
;
Vives, Josep
- In:
Finance and Stochastics
11
(
2007
)
4
,
pp. 571-589
Persistent link: https://www.econbiz.de/10005184359
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3
A generalization of the Hull and White formula with applications to option pricing approximation
Alòs, Elisa
- In:
Finance and Stochastics
10
(
2006
)
3
,
pp. 353-365
Persistent link: https://www.econbiz.de/10005613393
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