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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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Malliavin differentiability of CEV-type Heston model
Tsumurai, Shota - In: Journal of mathematical finance 10 (2020) 1, pp. 173-199
Persistent link: https://www.econbiz.de/10012545592
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The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity markets
Assaf, Ata - In: Journal of mathematical finance 7 (2017) 2, pp. 491-512
Persistent link: https://www.econbiz.de/10011674013