Narrow search
Showing 1 - 3 of 3
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
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
Cover Image
Optimal trading strategy with partial information and the value of information : the simplified and generalized models
Yang, Zhaojun; Ma, Chaoqun - In: International journal of theoretical and applied finance 4 (2001) 5, pp. 759-772
Persistent link: https://www.econbiz.de/10001612217