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Essays on asymmetric sharing induced externalities within insurance relationships
Häfen, Ole von
-
2014
Persistent link: https://www.econbiz.de/10013409374
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2
Solving asset pricing models with stochastic volatility
De Groot, Oliver
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 308-321
Persistent link: https://www.econbiz.de/10011474217
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3
A deep learning based numerical PDE method for option pricing
Wang, Xiang
;
Li, Jessica
;
Li, Jichun
- In:
Computational economics
62
(
2023
)
1
,
pp. 149-164
Persistent link: https://www.econbiz.de/10014327247
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4
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
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pp. 1-19
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5
The options edge : winning the volatility game with options on futures
Gallacher, William R.
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1998
Persistent link: https://www.econbiz.de/10000670962
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6
Robust static hedging of barrier options in stochastic volatility models
Maruhn, Jan H.
;
Sachs, Ekkehard
- In:
Mathematical methods of operations research
70
(
2009
)
3
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pp. 405-433
Persistent link: https://www.econbiz.de/10003909254
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7
Robust approximations for pricing Asian options and volatility swaps under stochastic volatility
Forde, Martin
;
Jacquier, Antoine
- In:
Applied mathematical finance
17
(
2010
)
3/4
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pp. 241-259
Persistent link: https://www.econbiz.de/10008653259
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Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models
Fonseca, José da
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Operations research letters
43
(
2015
)
6
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pp. 601-607
Persistent link: https://www.econbiz.de/10011416324
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Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
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2015
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3
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pp. 1081-1145
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The instantaneous return and volatility of a covered call position
Edwards, Craig Steven
- In:
Applied economics letters
22
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2015
)
13/15
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pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
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