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~person:"Martin, Gael M."
~person:"Schwartz, Eduardo S."
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Option Prices with Stochastic...
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Martin, Gael M.
Schwartz, Eduardo S.
Härdle, Wolfgang
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Wystup, Uwe
28
Joshi, Mark S.
24
Kohlmann, Michael
24
Chiarella, Carl
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Pricing Australian S&P200 options : a Bayesian approach based on generalized distributional forms
Flynn, David B.
;
Grose, Simone D.
;
Martin, Gael M.
; …
-
2003
Persistent link: https://www.econbiz.de/10001751171
Saved in:
2
Bayesian estimation of a stochastic volatility model using option and spot prices : application of a Bivariate Kalman Filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2003
Persistent link: https://www.econbiz.de/10001854495
Saved in:
3
Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
-
2006
Persistent link: https://www.econbiz.de/10003399801
Saved in:
4
Assessing the impact of market microstructure noise and random jumps on the relative forecasting performance of option-implied and returns-based volatility
Martin, Gael M.
;
Reidy, Andrew
;
Wright, Jill
-
2006
Persistent link: https://www.econbiz.de/10003365312
Saved in:
5
Pricing currency options in tranquil markets : modelling volatility frowns
Lim, Guay C.
;
Martin, Gael M.
;
Martin, Vance
-
2002
Persistent link: https://www.econbiz.de/10001704963
Saved in:
6
Bayesian estimation of a stochastic volatility model using option and spot prices
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2002
Persistent link: https://www.econbiz.de/10001704968
Saved in:
7
Parametric pricing of higher order moments in S&P500 options
Lim, Guay C.
;
Martin, Gael M.
;
Martin, Vance
-
2002
Persistent link: https://www.econbiz.de/10001704970
Saved in:
8
Implicit Bayesian inference using option prices
Martin, Gael M.
;
Forbes, Catherine Scipione
;
Martin, Vance
-
2000
Persistent link: https://www.econbiz.de/10001506963
Saved in:
9
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
;
Schwartz, Eduardo S.
-
1997
Persistent link: https://www.econbiz.de/10000972817
Saved in:
10
Implicit Bayesian inference using option prices
Martin, Gael M.
;
Forbes, Catherine Scipione
;
Martin, Vance
-
2003
Persistent link: https://www.econbiz.de/10001751155
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