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Pricing stock options in a jump-diffusion model with stochastic volatility and interest rates : applications of Fourier inversion methods
Scott, Louis O. - In: Mathematical finance : an international journal of … 7 (1997) 4, pp. 413-426
Persistent link: https://www.econbiz.de/10001232775
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Interest rate options in multifactor Cox-Ingersoll-Ross models of the term structure
Chen, Ren-Raw - In: The journal of derivatives : the official publication … 3 (1995) 2, pp. 53-72
Persistent link: https://www.econbiz.de/10001223183
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The information content of prices in derivate security markets
Scott, Louis O. - 1991
Persistent link: https://www.econbiz.de/10013452227
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Pricing floating-rate debt and related interest-rate options
Scott, Louis - 1990
Persistent link: https://www.econbiz.de/10013424849