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Optionspreistheorie
Leex
53
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40
Option pricing theory
26
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22
Stochastischer Prozess
22
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22
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21
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Alòs, Elisa
25
León, Jorge A.
6
Vives, Josep
3
Wang, Tai-Ho
3
Jacquier, Antoine
2
Mancino, Maria Elvira
2
Pravosud, Makar
2
Rheinländer, Thorsten
2
Shiraya, Kenichiro
2
Antonelli, Fabio
1
Chatterjee, Rupak
1
Chen, Zhanyu
1
Ewald, Christian-Olivier
1
García Lorite, David
1
Gatheral, Jim
1
Nawar, Roy
1
Nualart, Eulalia
1
Pontier, Monique
1
Radoičić, Radoš
1
Ramponi, A.
1
Rolloos, Frido
1
Santiago Hernando, Rafael de
1
Santiago, Rafael de
1
Scarlatti, S.
1
Siu, Tak Kuen
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
10
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Finance and stochastics
3
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2
International journal of theoretical and applied finance
2
Quantitative finance
2
Barcelona GSE working paper series : working paper
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ECONIS (ZBW)
26
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Minimal variance hedging of natural gas derivatives in exponential Lévy models : theory and empirical performance
Ewald, Christian-Olivier
;
Nawar, Roy
;
Siu, Tak Kuen
- In:
Energy economics
36
(
2013
),
pp. 97-107
Persistent link: https://www.econbiz.de/10009724764
Saved in:
2
A generalization of Hull and White formula and applications to option pricing approximation
Alòs, Elisa
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002111661
Saved in:
3
A decomposition formula for option prices in the Heston model and applications to option pricing approximation
Alòs, Elisa
-
2009
Persistent link: https://www.econbiz.de/10008665849
Saved in:
4
A generalization of the Hull and White formula with applications to option pricing approximation
Alòs, Elisa
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 353-365
Persistent link: https://www.econbiz.de/10003380015
Saved in:
5
A decomposition formula for option prices in the Heston model and applications to option pricing approximation
Alòs, Elisa
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 403-422
Persistent link: https://www.econbiz.de/10009562316
Saved in:
6
A general decomposition formula for derivative prices in stochastic volatility models
Alòs, Elisa
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747474
Saved in:
7
A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility
Alòs, Elisa
;
León, Jorge A.
;
Pontier, Monique
;
Vives, …
-
2008
Persistent link: https://www.econbiz.de/10008663229
Saved in:
8
On the second derivative of the at-the-money implied volatility in stochastic volatility models
Alòs, Elisa
;
León, Jorge A.
-
2015
-
Revised: October 2015
Persistent link: https://www.econbiz.de/10011427674
Saved in:
9
Calibration of stochastic volatility models via second order approximation : the Heston model case
Alòs, Elisa
;
Santiago, Rafael de
;
Vives, Josep
-
2012
Persistent link: https://www.econbiz.de/10009724303
Saved in:
10
On the goodness of fit of Kirk's formula for spread option prices
Alòs, Elisa
;
León, Jorge A.
-
2012
Persistent link: https://www.econbiz.de/10009724304
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