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Mathematical finance : an international journal of mathematics, statistics and financial theory
MPRA Paper
1,154
European journal of operational research : EJOR
764
Energy economics
750
Finance research letters
743
International journal of theoretical and applied finance
665
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1
Mean-variance hedging and optimal investment in Heston's model with
correlation
Černý, Aleš
;
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
3
,
pp. 473-492
Persistent link: https://www.econbiz.de/10003752317
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2
Equity correlations implied by index options : estimation and model uncertainty analysis
Cont, Rama
;
Deguest, Romain
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 496-530
Persistent link: https://www.econbiz.de/10009783356
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3
Optimal static-dynamic hedges for barrier options
Ilhan, Aytaç
;
Sircar, Kaushik Ronnie
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 359-385
Persistent link: https://www.econbiz.de/10003326016
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4
Asymptotic behavior of distribution densities in models with stochastic
volatility
Gulisashvili, Archil
;
Stein, Elias M.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 447-477
Persistent link: https://www.econbiz.de/10008667060
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5
Complex logarithms in Heston-like models
Lord, Roger
;
Kahl, Christian
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 671-694
Persistent link: https://www.econbiz.de/10008667627
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6
Put-call symmetry : extensions and applications
Carr, Peter
;
Lee, Roger
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 523-560
Persistent link: https://www.econbiz.de/10003937125
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7
Moment explosions and stationary distributions in affine diffusion models
Glasserman, Paul
;
Kim, Kyoung-kuk
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10003955654
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8
Exact solution of a martingale stochastic
volatility
option problem and its empirical evaluation
Maghsoodi, Yoosef
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 249-265
Persistent link: https://www.econbiz.de/10003543128
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9
Pricing options on variance in affine stochastic
volatility
models
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Voß, Moritz
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 627-641
Persistent link: https://www.econbiz.de/10009311683
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10
Closed form pricing formulas for discretely sampled generalized variance swaps
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 855-881
Persistent link: https://www.econbiz.de/10011308159
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