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Calibration risk : illustrating the impact of calibration risk under the Heston model
Guillaume, Florence
;
Schoutens, Wim
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 57-79
Persistent link: https://www.econbiz.de/10009627433
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2
Single name credit default swaptions meet single sided jump models
Jönsson, Henrik
;
Schoutens, Wim
- In:
Review of derivatives research
11
(
2008
)
1/2
,
pp. 153-169
Persistent link: https://www.econbiz.de/10003829573
Saved in:
3
The [beta]-variance gamma model
Schoutens, Wim
;
Van Damme, Geert
- In:
Review of derivatives research
14
(
2011
)
3
,
pp. 263-282
Persistent link: https://www.econbiz.de/10009349988
Saved in:
4
Calibration risk: Illustrating the impact of calibration risk under the Heston model
Guillaume, Florence
;
Schoutens, Wim
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 57-80
Persistent link: https://www.econbiz.de/10009843786
Saved in:
5
The β-variance gamma model
Schoutens, Wim
;
Damme, Geert Van
- In:
Review of derivatives research
14
(
2011
)
3
,
pp. 263-283
Persistent link: https://www.econbiz.de/10009328923
Saved in:
6
Single name credit default swaptions meet single sided jump models
Jönsson, Henrik
;
Schoutens, Wim
- In:
Review of derivatives research
11
(
2008
)
1
,
pp. 153
Persistent link: https://www.econbiz.de/10008173305
Saved in:
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