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The journal of computational finance
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Fleischwirtschaft : von der Erzeugung bis zur Vermarktung von Lebensmitteln tierischen Ursprungs ; Organ des Bundesverbandes der Deutschen Fleischwarenindustrie e.V., Bonn
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The journal of credit risk : published quarterly by Incisive Media
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Option pricing with quadratic volatility : a revisit
Andersen, Leif B. G.
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 191-219
Persistent link: https://www.econbiz.de/10009159127
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2
Moment explosions in stochastic volatility models
Andersen, Leif B. G.
;
Piterbarg, Vladimir V.
- In:
Finance and stochastics
11
(
2007
)
1
,
pp. 29-50
Persistent link: https://www.econbiz.de/10003410634
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3
Option pricing with quadratic volatility: a revisit
Andersen, Leif
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 191-220
Persistent link: https://www.econbiz.de/10009014650
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