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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
Research Paper Series / Finance Discipline Group, Business School
11
Quaderni del Dipartimento di Economia, Finanza e Statistica
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Currency derivatives under a minimal market model with random scaling
Heath, David C.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1157-1177
Persistent link: https://www.econbiz.de/10003280050
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Perfect hedging of index derivatives under a minimal market model
Heath, David C.
;
Platen, Eckhard
- In:
International journal of theoretical and applied finance
5
(
2002
)
7
,
pp. 757-774
Persistent link: https://www.econbiz.de/10001743251
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3
A simple model for option pricing with jumping stochastic volatility
Herzel, Stefano
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 487-505
Persistent link: https://www.econbiz.de/10001255558
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