Narrow search
Showing 1 - 10 of 190
Cover Image
Pricing swaps and options on quadratic variation under stochastic time change models : discrete observations case
Itkin, Andrey; Carr, Peter - In: Review of derivatives research 13 (2010) 2, pp. 141-176
Persistent link: https://www.econbiz.de/10008695493
Cover Image
A new approach for option pricing under stochastic volatility
Carr, Peter; Sun, Jian - In: Review of derivatives research 10 (2007) 2, pp. 87-150
Persistent link: https://www.econbiz.de/10003705860
Cover Image
New solvable stochastic volatility models for pricing volatility derivatives
Itkin, Andrey - In: Review of derivatives research 16 (2013) 2, pp. 111-134
Persistent link: https://www.econbiz.de/10009774404
Cover Image
On the information in the interest rate term structure and option prices
Jong, Frank de; Driessen, Joost; Pelsser, Antoon André Jean - In: Review of derivatives research 7 (2004) 2, pp. 99-127
Persistent link: https://www.econbiz.de/10003153989
Cover Image
Calibration of Gaussian Heath, Jarrow and Morton and random field interest rate term structure models
Pang, Kin - In: Review of derivatives research 2 (1999) 4, pp. 315-345
Persistent link: https://www.econbiz.de/10001445802
Cover Image
Pricing cross-currency interest rate swaps under the Levy market model
Wang, Ming-Chieh; Huang, Li-Jhang - In: Review of derivatives research 22 (2019) 2, pp. 329-355
Persistent link: https://www.econbiz.de/10012311817
Cover Image
Asset pricing under information with stochastic volatility
Düring, Bertram - In: Review of derivatives research 12 (2009) 2, pp. 141-167
Persistent link: https://www.econbiz.de/10003874309
Cover Image
The αVG model for multivariate asset pricing : calibration and extension
Guillaume, Florence - In: Review of derivatives research 16 (2013) 1, pp. 25-52
Persistent link: https://www.econbiz.de/10009729942
Cover Image
A binomial approximation for two-state Markovian HJM models
Costabile, Massimo; Massabo, Ivar; Russo, Emilio - In: Review of derivatives research 14 (2011) 1, pp. 37-65
Persistent link: https://www.econbiz.de/10009272493
Cover Image
A note on the pricing of multivariate contingent claims under a transformed-gamma distribution
Vitiello, Luiz; Rebelo, Ivonia - In: Review of derivatives research 18 (2015) 3, pp. 291-300
Persistent link: https://www.econbiz.de/10011477304