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Introduction and Summary of Results (Excerpt)
Lewis, Alan L. - In: Option Valuation under Stochastic Volatility
with stochastic volatility. Explicit equilibrium risk adjustments and many other new results are provided. Mathematica code …
Persistent link: https://www.econbiz.de/10005797536
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The Term Structure of Implied Volatility
Lewis, Alan L. - In: Option Valuation under Stochastic Volatility
with stochastic volatility. Explicit equilibrium risk adjustments and many other new results are provided. Mathematica code …
Persistent link: https://www.econbiz.de/10005067725
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Option Valuation under Stochastic Volatility
Lewis, Alan L. - Finance Press
with stochastic volatility. Explicit equilibrium risk adjustments and many other new results are provided. Mathematica code …
Persistent link: https://www.econbiz.de/10005696665
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The Fundamental Transform (Excerpt)
Lewis, Alan L. - In: Option Valuation under Stochastic Volatility
with stochastic volatility. Explicit equilibrium risk adjustments and many other new results are provided. Mathematica code …
Persistent link: https://www.econbiz.de/10005670831