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Pricing Asian options with correlators
Lavagnini, Silvia - In: International journal of theoretical and applied finance 24 (2021) 8, pp. 1-44
Persistent link: https://www.econbiz.de/10012887425
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Some further analytical properties of the constant correlation model for portfolio selection
Kwan, Clarence C. Y. - In: International journal of theoretical and applied finance 9 (2006) 7, pp. 1071-1092
Persistent link: https://www.econbiz.de/10003395980
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Portfolio return distributions : sample statistics with stochastic correlations
Chetalova, Desislava; Schmitt, Thilo A.; Schäfer, Rudi; … - In: International journal of theoretical and applied finance 18 (2015) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10011403228
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Pricing digital outperformance options with uncertain correlation
Romo, Jacinto Marabel - In: International journal of theoretical and applied finance 14 (2011) 5, pp. 709-722
Persistent link: https://www.econbiz.de/10009298474
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Bubbles and anti-bubbles in Latin-American, Asian and Western stock markets : an empirical study
Johansen, Anders; Sornette, Didier - In: International journal of theoretical and applied finance 4 (2001) 6, pp. 853-920
Persistent link: https://www.econbiz.de/10001632647
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A continuous time approximation of an evolutionary stock market model
Buchmann, Boris; Weber, Stefan - In: International journal of theoretical and applied finance 10 (2007) 7, pp. 1229-1253
Persistent link: https://www.econbiz.de/10003632068
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Generalized framework for applying the Kelly criterion to stock markets
Byrnes, Tim; Barnett, Tristan - In: International journal of theoretical and applied finance 21 (2018) 5, pp. 1-13
Persistent link: https://www.econbiz.de/10011903765
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Monotonicity of prices in Heston model
Aly, Sidi Mohamed Ould - In: International journal of theoretical and applied finance 16 (2013) 3, pp. 1-23
Persistent link: https://www.econbiz.de/10009756039
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A multivariate pure-jump model with multi-factorial dependence structure
Marfè, Roberto - In: International journal of theoretical and applied finance 15 (2012) 4, pp. 1-30
Persistent link: https://www.econbiz.de/10009624464
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A parsimonious multi-asset Heston model : calibration and derivative pricing
Dimitroff, Georgi; Lorenz, Stefan; Szimayer, Alexander - In: International journal of theoretical and applied finance 14 (2011) 8, pp. 1299-1333
Persistent link: https://www.econbiz.de/10009541994