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An empirical comparison of alternative stochastic volatility models
Belledin, Michael; Schlag, Christian - 1999 - Current version: June 1, 1999
Persistent link: https://www.econbiz.de/10004001222
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Optionsbewertung bei stochastischer Volatilität : Theorie und Empirie
Campenhausen, Claus von - 1996
Persistent link: https://www.econbiz.de/10004301550
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The forecasting performance of German stock option densities
Craig, Ben (contributor) - 2003
Persistent link: https://www.econbiz.de/10004436022
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Ökonomische und ökonometrische Analyse der Bewertung von Optionen unter stochastischer Volatilität
Schmitt, Christian - 1999
Persistent link: https://www.econbiz.de/10004600605
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Derivatives in financial markets with stochastic volatility
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, … - 2000
Persistent link: https://www.econbiz.de/10004719518
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Pricing of bond options : unspanned stochastic volatility and random field models
Repplinger, Detlef - 2008
Persistent link: https://www.econbiz.de/10004936011
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Pricing of derivatives on mean reverting assets
Lutz, Björn - 2010
Persistent link: https://www.econbiz.de/10008637632
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The mathematics of arbitrage
Delbaen, Freddy; Schachermayer, Walter - 2006
Persistent link: https://www.econbiz.de/10009496802
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Engineering BGM
Brace, Alan - 2008
Persistent link: https://www.econbiz.de/10004919203