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The pricing of options on assets with stochastic volatilities
Hull, John; White, Alan - In: Options : classic approaches to pricing and modelling, (pp. 323-344). 1999
Persistent link: https://www.econbiz.de/10001772463
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The generalized hyperbolic model : financial derivatives and risk measures
Eberlein, Ernst; Prause, Karsten - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 245-267). 2002
Persistent link: https://www.econbiz.de/10001679450
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A modified tempered stable distribution with volatility clustering
Kim, Young Shin; Račev, Svetlozar T.; Chung, Dong Myung; … - In: New developments in financial modelling, (pp. 344-365). 2008
Persistent link: https://www.econbiz.de/10003981863
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Jump-type Lévy processes
Eberlein, Ernst - In: Handbook of financial time series, (pp. 439-455). 2009
Persistent link: https://www.econbiz.de/10003833976
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Analyticity of the Wiener-Hopf Factors and valuation of exotic options in Lévy models
Eberlein, Ernst; Glau, Kathrin; Papapantoleon, Antonis - In: Advanced mathematical methods for finance, (pp. 223-245). 2011
Persistent link: https://www.econbiz.de/10008991291
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A new tempered stable distribution and its application to finance
Kim, Young Shin; Račev, Svetlozar T.; Bianchi, Michele … - In: Risk assessment : decisions in banking and finance, (pp. 77-109). 2008
Persistent link: https://www.econbiz.de/10003781614
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A neural network approach to understanding implied volatility movements
Cao, Jay; Chen, Jacky; Hull, John - In: Options - 45 years since the publication of the …, (pp. 235-256). 2023
Persistent link: https://www.econbiz.de/10014366653