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~isPartOf:"International journal of theoretical and applied finance"
~person:"Ahlip, Rehez"
~person:"Boyarchenko, Mitya"
~person:"Chevallier, Julien"
~person:"Lux, Thomas"
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Ahlip, Rehez
Boyarchenko, Mitya
Chevallier, Julien
Lux, Thomas
Benth, Fred Espen
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International journal of theoretical and applied finance
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Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
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Forward start options under stochastic volatility and stochastic interest rates
Ahlip, Rehez
;
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
12
(
2009
)
2
,
pp. 208-225
Persistent link: https://www.econbiz.de/10003855780
Saved in:
2
Prices of barrier and first-touch digital options in Lévy-driven models, near barrier
Boyarchenko, Mitya
;
Innocentis, Marco de
;
Levendorskij, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1045-1090
Persistent link: https://www.econbiz.de/10009407673
Saved in:
3
Double barrier options in regime-switching hyper-exponential jump-diffusion models
Boyarchenko, Mitya
;
Bojarčenko, Svetlana I.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10009407678
Saved in:
4
Foreign exchange options under stochastic volatility and stochastic interest rates
Ahlip, Rehez
- In:
International journal of theoretical and applied finance
11
(
2008
)
3
,
pp. 277-294
Persistent link: https://www.econbiz.de/10003733145
Saved in:
5
Volatility clustering in financial markets : a microsimulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10001526862
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