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On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael; Fadugba, Sunday Emmanuel - In: Journal of mathematical finance 5 (2015) 2, pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
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Prediction of stock price movement using continuous time models
Sonono, Masimba E.; Mashele, Hopolang P. - In: Journal of mathematical finance 5 (2015) 2, pp. 178-191
Persistent link: https://www.econbiz.de/10011398992
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On asymptotic behaviors of exponential hedging in the basis-risk model
Takino, Kazuhiro - In: Journal of mathematical finance 5 (2015) 2, pp. 212-231
Persistent link: https://www.econbiz.de/10011399011
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Currency derivatives pricing for Markov-modulated Merton jump-diffusion spot forex rate
Sviščuk, Anatolij; Tertychnyi, Maksym; Hoang, Winsor - In: Journal of mathematical finance 4 (2014) 4, pp. 265-278
Persistent link: https://www.econbiz.de/10011312416
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A contingent claim approach to bank valuation
Owoloko, Enahoro Alfred; Omoregbe, Nicholas Amienwan; … - In: Journal of mathematical finance 4 (2014) 4, pp. 234-244
Persistent link: https://www.econbiz.de/10011312423
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European option pricing for a stochastic volatility Lévy model with stochastic interest rates
Pinkham, Sarisa; Pairote Sattayatham - In: Journal of mathematical finance 1 (2011) 3, pp. 98-108
Persistent link: https://www.econbiz.de/10009668518
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Stochastic volatility jump-diffusion model for option pricing
Makate, Nothiya; Pairote Sattayatham - In: Journal of mathematical finance 1 (2011) 3, pp. 90-97
Persistent link: https://www.econbiz.de/10009668519
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Maximum quasi-likelihood estimation in fractional Levy stochastic volatility model
Bishwal, Jaya Prakasah Narayan - In: Journal of mathematical finance 1 (2011) 3, pp. 58-62
Persistent link: https://www.econbiz.de/10009668523
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Option pricing applications of quadratic volatility models
Appadoo, Srimantoorao S.; Thaaneswaran, Aerambamoorthy; … - In: Journal of mathematical finance 2 (2012) 2, pp. 159-174
Persistent link: https://www.econbiz.de/10009719263
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Pricing options in jump diffusion models using Mellin transforms
Frontczak, Robert - In: Journal of mathematical finance 3 (2013) 3, pp. 366-373
Persistent link: https://www.econbiz.de/10010239539