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Stochastic Volatility Corrections for Interest Rate Derivatives
Cotton, Peter; Fouque, Jean-Pierre; Papanicolaou, George; … - In: Mathematical finance : an international journal of … 14 (2004) 2, pp. 173-200
Persistent link: https://www.econbiz.de/10008214820
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General Black-Scholes models accounting for increased market volatility from hedging strategies
Sircar, K.Ronnie; Papanicolaou, George - In: Applied mathematical finance 5 (1998) 1, pp. 45
Persistent link: https://www.econbiz.de/10008218806
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Market Influence of Portfolio Optimizers
Nayak, Suhas; Papanicolaou, George - In: Applied mathematical finance 15 (2008) 1-2, pp. 21-40
Persistent link: https://www.econbiz.de/10008221138
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Market Influence of Portfolio Optimizers
Nayak, Suhas; Papanicolaou, George - In: Applied mathematical finance 15 (2008) 1, pp. 21-40
Persistent link: https://www.econbiz.de/10008221421
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Maturity cycles in implied volatility
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; … - In: Finance and stochastics 8 (2004) 4, pp. 451-478
Persistent link: https://www.econbiz.de/10008223285
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STOCHASTIC VOLATILITY: CALIBRATING RANDOM VOLATILITY - Options pricing using stochastic volatility.
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie - In: Risk : managing risk in the world's financial markets 13 (2000) 2, pp. 89-94
Persistent link: https://www.econbiz.de/10007051824
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Pricing and modeling credit derivatives
Akat, Muzaffer; Almeida, Caio; Papanicolaou, George - In: Brazilian review of econometrics : the review of the … 27 (2007) 1, pp. 107-129
Persistent link: https://www.econbiz.de/10009068996