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When the bubble is going to burst
Chen, Jing - In: International journal of theoretical and applied finance 2 (1999) 3, pp. 285-292
Persistent link: https://www.econbiz.de/10001437397
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The 3/2 model as a stochastic volatility approximation for a large-basket price-weighted index
Hambly, Ben; Vaicenavicius, Juozas - In: International journal of theoretical and applied finance 18 (2015) 6, pp. 1-25
Persistent link: https://www.econbiz.de/10011403929
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Valuation of options on oil futures under the 3/4 oil price model
Oud, Mohammed A. Aba; Goard, Joanna - In: International journal of theoretical and applied finance 18 (2015) 8, pp. 1-12
Persistent link: https://www.econbiz.de/10011418854
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Pricing and hedging of energy spread options and volatility modulated Volterra processes
Benth, Fred Espen; Zdanowicz, Hanna - In: International journal of theoretical and applied finance 19 (2016) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011453780
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The valuation of self-funding instalment warrants
Dewynne, Jeff N.; Hassan, Nadima el - In: International journal of theoretical and applied finance 20 (2017) 4, pp. 1-48
Persistent link: https://www.econbiz.de/10011687010
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The British asset-or-nothing put option
Gao, Min - In: International journal of theoretical and applied finance 20 (2017) 4, pp. 1-19
Persistent link: https://www.econbiz.de/10011687026
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Algorithmic differentiation for discontinuous payoffs
Daluiso, Roberto; Facchinetti, Giorgio - In: International journal of theoretical and applied finance 21 (2018) 4, pp. 1-41
Persistent link: https://www.econbiz.de/10011891863
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Index options and volatility derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan; Wei, Boyu; Yang, Hailiang - In: International journal of theoretical and applied finance 21 (2018) 4, pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
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Sensitivities of Asian options in the black-scholes model
Pirjol, Dan; Zhu, Lingjiong - In: International journal of theoretical and applied finance 21 (2018) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10011846502
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Algorithmic counterparty credit exposure for multi-asset Bermudan options
Shen, Yanbin; Anderluh, J. H. M.; Weide, Hans van der - In: International journal of theoretical and applied finance 18 (2015) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10011403163