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Barrier options pricing with joint distribution of Gaussian process and its maximum
Deng, Pingjin; Li, Xiufang - In: International journal of theoretical and applied finance 20 (2017) 6, pp. 1-18
Persistent link: https://www.econbiz.de/10011734153
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Reduced-order models for the implied variance under local volatility
Sachs, Ekkehard; Schneider, Marina - In: International journal of theoretical and applied finance 17 (2014) 8, pp. 1-23
Persistent link: https://www.econbiz.de/10010498793
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Confronting model misspecification in finance : tractable collections of scenario probability measures for robust financial optimization problems
Friedman, Craig - In: International journal of theoretical and applied finance 5 (2002) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10001657399