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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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Distinguished limits of Lévy-Stable processes, and applications to option pricing
Cartea, Álvaro; Howison, Sam - 2002
Persistent link: https://www.econbiz.de/10009581660
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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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On the equivalence of floating and fixed-strike Asian options
Henderson, Vicky; Wojakowski, Rafa L. - 2001
Persistent link: https://www.econbiz.de/10009581665
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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