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~isPartOf:"The review of financial studies"
~person:"Barone-Adesi, Giovanni"
~person:"Benth, Fred Espen"
~person:"Kim, Young Shin"
~person:"Subrahmanyam, Marti G."
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Option Prices with Stochastic...
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Barone-Adesi, Giovanni
Benth, Fred Espen
Kim, Young Shin
Subrahmanyam, Marti G.
Christoffersen, Peter F.
4
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The review of financial studies
Research paper series / Swiss Finance Institute
12
Journal of banking & finance
8
International journal of theoretical and applied finance
7
Applied mathematical finance
6
Finance and stochastics
4
Energy economics
3
Journal of risk and financial management : JRFM
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Review of derivatives research
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Risks : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Swiss Finance Institute Research Paper
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The Frank J. Fabozzi series
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Advances in futures and options research : a research annual
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Arbeitspapier - NYU Salomon Center for the Study of Financial Institutions -Derivatives
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A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
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2
Multivariate binomial approximations for asset prices with nonstationary variance and covariance characteristics
Ho, Teng-suan
- In:
The review of financial studies
8
(
1995
)
4
,
pp. 1125-1252
Persistent link: https://www.econbiz.de/10001198366
Saved in:
3
Pricing and hedging American options : a recursive integration method
Huang, Jing-Zhi
- In:
The review of financial studies
9
(
1996
)
1
,
pp. 277-300
Persistent link: https://www.econbiz.de/10001198902
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