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Schreindorfer, David; Sichert, Tobias - 2022 - This draft: January 31, 2022

Persistent link: https://www.econbiz.de/10012816005

Detlefsen, Kai (contributor); Härdle, Wolfgang (contributor) - 2007

three market regimes. A consistent parametric framework of stochastic volatility is used. All empirical market utility …

Persistent link: https://www.econbiz.de/10003633572

Jalal, Amine (contributor) - 2007

loss aversion. The problem is solved in closed form when the stock market exhibits stochastic volatility and jumps. The …

Persistent link: https://www.econbiz.de/10003550865

Park, Beum-jo - In: Journal of banking & finance 43 (2014), pp. 150-159

Persistent link: https://www.econbiz.de/10010408997

Lüders, Erik (contributor) - 2002

Persistent link: https://www.econbiz.de/10001701661

Liao, Wen Ju; Sung, Hao-Chang - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012667184

Kaplanski, Guy; Levy, Haim - In: The quarterly journal of finance 7 (2017) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10011646576

Lüders, Erik - 2002

volatility. Hence, they are viable alternatives to the geometric Brownian motion. …

Persistent link: https://www.econbiz.de/10013428466

Bank, Peter; Kramkov, Dmitry - In: Finance and stochastics 19 (2015) 2, pp. 449-472

Persistent link: https://www.econbiz.de/10011418186

Grossman, Sanford J. - In: The journal of finance : the journal of the American … 51 (1996) 4, pp. 1379-1403

Persistent link: https://www.econbiz.de/10001209029