Narrow search
Showing 1 - 5 of 5
Cover Image
Semi-static hedging of barrier options under poisson jumps
Carr, Peter - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
Cover Image
Implied volatility from Asian options via Monte Carlo methods
Yang, Zhaojun; Ewald, Christian-Oliver; Xiao, Yajun - In: International journal of theoretical and applied finance 12 (2009) 2, pp. 152-178
Persistent link: https://www.econbiz.de/10003855756
Cover Image
Hedging under the Heston model with jump-to-default
Carr, Peter; Schoutens, Wim - In: International journal of theoretical and applied finance 11 (2008) 4, pp. 403-414
Persistent link: https://www.econbiz.de/10003746726
Cover Image
The forward PDE for European options on stocks with fixed fractional jumps
Carr, Peter; Javaheri, Alireza - In: International journal of theoretical and applied finance 8 (2005) 2, pp. 239-253
Persistent link: https://www.econbiz.de/10002679581
Cover Image
Optimal logarithmic utility and optimal portfolios for an insider in a stochastic volatility market
Ewald, Christian-Oliver - In: International journal of theoretical and applied finance 8 (2005) 3, pp. 301-319
Persistent link: https://www.econbiz.de/10002893241