Narrow search
Showing 1 - 5 of 5
Cover Image
Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick; Porchia, Paolo; Trojani, Fabio - In: The review of financial studies 22 (2009) 10, pp. 4157-4188
Persistent link: https://www.econbiz.de/10003887015
Cover Image
Ambiguity Aversion and the Term Structure of Interest Rates
Gagliardini, Patrick; Porchia, Paolo; Trojani, Fabio - In: The review of financial studies 22 (2013) 10, pp. 4157-4156
Persistent link: https://www.econbiz.de/10010114819
Cover Image
Approximation and calibration of short-term implied volatilities under jump-diffusion stochastic volatility
Medvedev, Alexey; Scaillet, Olivier - In: The review of financial studies 20 (2007) 2, pp. 427-459
Persistent link: https://www.econbiz.de/10003554444
Cover Image
Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility
Medvedev, Alexey; Scaillet, Olivier - In: The review of financial studies 20 (2007) 2, pp. 427-460
Persistent link: https://www.econbiz.de/10007613079
Cover Image
Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility
Medvedev, Alexey; Scaillet, Olivier - In: The review of financial studies 20 (2013) 2, pp. 427-426
Persistent link: https://www.econbiz.de/10010113691