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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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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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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