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CAPM
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Applied mathematical finance
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Chapman & Hall/CRC financial mathematics series
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Computation of Greeks and multidimensional density estimation for asset price models with time-changed Brownian motion
Kawai, Reiichiro
;
Kohatsu-Higa, Arturo
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 302-321
Persistent link: https://www.econbiz.de/10008653256
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A new look at short-term implied volatility in asset price models with jumps
Mijatovi´c, Aleksandar
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 149-183
Persistent link: https://www.econbiz.de/10011550267
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Financial modelling with jump processes
Cont, Rama
;
Tankov, Peter
-
2004
Persistent link: https://www.econbiz.de/10001790344
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