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Review of derivatives research
Physica A: Statistical Mechanics and its Applications
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Finance and Stochastics
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Stochastic Processes and their Applications
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Risk-Sensitive Investment Management
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International Journal of Theoretical and Applied Finance (IJTAF)
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes
Torricelli, Lorenzo
- In:
Review of derivatives research
19
(
2016
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011742279
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A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation
Chen, Jie
;
Fan, Liaoyuan
;
Li, Lingfei
;
Zhang, Gongqiu
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 189-232
Persistent link: https://www.econbiz.de/10013457614
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