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Stochastic Volatility : Option...
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Finance and stochastics
European journal of operational research : EJOR
746
Energy economics
735
Finance research letters
721
International journal of theoretical and applied finance
669
NBER working paper series
576
The journal of futures markets
562
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546
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536
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336
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Research in international business and finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
271
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251
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ECONIS (ZBW)
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1
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
2
Superreplication in stochastic
volatility
models and optimal stopping
Frey, Rüdiger
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
Saved in:
3
A risk-neutral equilibrium leading to uncertain
volatility
pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
4
Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices
Brigo, Damiano
;
Mercurio, Fabio
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 147-159
Persistent link: https://www.econbiz.de/10001486694
Saved in:
5
Functional convergence of Snell envelopes : application to American options approximations
Mulinacci, Sabrina
- In:
Finance and stochastics
2
(
1998
)
3
,
pp. 311-327
Persistent link: https://www.econbiz.de/10001243268
Saved in:
6
Computing deltas without derivatives
Baños, D.
;
Meyer-Brandis, T.
;
Proske, Frank
;
Duedahl, S.
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 509-549
Persistent link: https://www.econbiz.de/10011944403
Saved in:
7
Asymptotics of implied
volatility
to arbitrary order
Gao, Kun
;
Lee, Roger
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 349-392
Persistent link: https://www.econbiz.de/10010340727
Saved in:
8
Extreme at-the-money skew in a local
volatility
model
Pigato, Paolo
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 827-859
Persistent link: https://www.econbiz.de/10012114660
Saved in:
9
Smart expansion and fast calibration for jump diffusions
Benhamou, Eric
;
Gobet, E.
;
Miri, M.
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 563-589
Persistent link: https://www.econbiz.de/10003899530
Saved in:
10
Pricing options under stochastic
volatility
: a power series approach
Antonelli, Fabio
;
Scarlatti, Sergio
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 269-303
Persistent link: https://www.econbiz.de/10003939521
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