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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Cahiers de recherche
634
Journal of econometrics
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Toulouse - GREMAQ
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A note on hedging in ARCH and stochastic volatility option pricing models
Garcia, René
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
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Option hedging and implied volatilities in a stochastic volatility model
Renault, Eric
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 279-302
Persistent link: https://www.econbiz.de/10001208961
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Long memory in continuous-time stochastic volatility models
Comte, Fabienne
- In:
Mathematical finance : an international journal of …
8
(
1998
)
4
,
pp. 291-323
Persistent link: https://www.econbiz.de/10001252788
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