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A generalization of Hull and White formula and applications to option pricing approximation
Alòs, Elisa (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002111661
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A decomposition formula for option prices in the Heston model and applications to option pricing approximation
Alòs, Elisa - 2009
Persistent link: https://www.econbiz.de/10008665849
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A general decomposition formula for derivative prices in stochastic volatility models
Alòs, Elisa (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747474
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A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility
Alòs, Elisa; León, Jorge A.; Pontier, Monique; Vives, … - 2008
Persistent link: https://www.econbiz.de/10008663229
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On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa (contributor); León, Jorge A. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003379784
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On the second derivative of the at-the-money implied volatility in stochastic volatility models
Alòs, Elisa; León, Jorge A. - 2015 - Revised: October 2015
Persistent link: https://www.econbiz.de/10011427674
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Calibration of stochastic volatility models via second order approximation : the Heston model case
Alòs, Elisa; Santiago, Rafael de; Vives, Josep - 2012
Persistent link: https://www.econbiz.de/10009724303
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On the goodness of fit of Kirk's formula for spread option prices
Alòs, Elisa; León, Jorge A. - 2012
Persistent link: https://www.econbiz.de/10009724304
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On Margrabe options written on stochastic volatility models
Alòs, Elisa; Rheinländer, Thorsten - 2015
Persistent link: https://www.econbiz.de/10011442222
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A closed-form option pricing approximation formula for a fractional Heston model
Alòs, Elisa; Yang, Yan - 2014
Persistent link: https://www.econbiz.de/10010425642