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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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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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Long Memory in Continuous-Time Stochastic Volatility Models
Comte, Fabienne; Renault, Eric - In: Mathematical finance : an international journal of … 8 (1998) 4, pp. 291-324
Persistent link: https://www.econbiz.de/10008218988
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A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models
Garcia, Rene; Renault, Eric - In: Mathematical finance : an international journal of … 8 (1998) 2, pp. 153-162
Persistent link: https://www.econbiz.de/10008219270
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Option Hedging and Implied Volatilities in a Stochastic Volatility Model
Renault, Eric; Touzi, Nizar - In: Mathematical finance : an international journal of … 6 (1996) 3, pp. 279-302
Persistent link: https://www.econbiz.de/10008220893