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Modeling returns and unconditional variance in risk neutral world for liquid and illiquid market
Mwaniki, Ivivi Joseph - In: Journal of mathematical finance 5 (2015) 1, pp. 15-25
Persistent link: https://www.econbiz.de/10011398581
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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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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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Bayesian testing for asset volatility persistence on multivariate stochastic volatility models
Li, Yong; Peng, Fang-ping; Xu, Hao-feng - In: Journal of mathematical finance 2 (2012) 1, pp. 83-89
Persistent link: https://www.econbiz.de/10009668272
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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
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Recursive estimation for continuous time stochastic volatility models using the Milstein approximation
Koulis, Theodoro; Paseka, Alexander; Thavaneswaran, … - In: Journal of mathematical finance 3 (2013) 3, pp. 357-365
Persistent link: https://www.econbiz.de/10010239543