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On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model
Ting, Sai Hung Marten
;
Ewald, Christian-Oliver
- In:
Quantitative finance
13
(
2013
)
6
,
pp. 939-954
Persistent link: https://www.econbiz.de/10010134652
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Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
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