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Matched asymptotic expansions in financial engineering
Howison, Sam - 2005
Persistent link: https://www.econbiz.de/10009581648
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Purely discontinuous Lévy processes and power variation : inference for integrated volatility and the scale parameter
Woerner, Jeannette H. C. - 2003
Persistent link: https://www.econbiz.de/10009581651
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Estimation of integrated volatility in stochastic volatility models
Woerner, Jeannette H. C. - 2003
Persistent link: https://www.econbiz.de/10009581654
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A comparison of q-optimal option prices in a stochastic volatility model with correlation
Henderson, Vicky; Hobson, David G.; Howison, Sam; … - 2003
Persistent link: https://www.econbiz.de/10009581657
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Analytical comparisons of option prices in stochastic volatility models
Henderson, Vicky - 2002
Persistent link: https://www.econbiz.de/10009581661
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Coupling and option price comparisons in a jumb-diffusion model
Henderson, Vicky; Hobson, David G. - 2002
Persistent link: https://www.econbiz.de/10009581663
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Trading volume and stochastic volatility
Howison, Sam; Lamper, David - 2001
Persistent link: https://www.econbiz.de/10009581669
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Trading volume in models of financial derivatives
Howison, Sam; Lamper, David - 2000
Persistent link: https://www.econbiz.de/10009581670
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Non-Gaussian OU based models and some of their uses in financial economics
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - 2000
Persistent link: https://www.econbiz.de/10009581672
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Uncertain parameters, an empirical stochastic volatility model and confidence limits
Oztukel, Asli; Wilmott, Paul - 1999
Persistent link: https://www.econbiz.de/10009582829