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A unified tree approach for options pricing under stochastic volatility models
Lo, C. C.
;
Nguyen, Duy
;
Skindilias, K.
- In:
Finance research letters
20
(
2017
),
pp. 260-268
Persistent link: https://www.econbiz.de/10011806944
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Robust consumption and portfolio rules with time-varying model confidence
Jang, Bong-Gyu
;
Lee, Seungkyu
;
Lim, Byung Hwa
- In:
Finance research letters
18
(
2016
),
pp. 342-352
Persistent link: https://www.econbiz.de/10011657300
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