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Optionspreistheorie
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Baño Rollin, Sebastian del
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Cui, Yiran
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Germano, Guido
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Xie, Xiaoke
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Yu, Xisheng
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European journal of operational research : EJOR
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Research in finance
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The North American journal of economics and finance : a journal of financial economics studies
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Full and fast calibration of the Heston stochastic volatility model
Cui, Yiran
;
Baño Rollin, Sebastian del
;
Germano, Guido
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 625-638
Persistent link: https://www.econbiz.de/10011794003
Saved in:
2
At least-squares approach for estimating the volatility implied by option premia : overcoming smiles and frowns
Kensinger, John W.
- In:
Research in finance
31
(
2015
),
pp. 173-185
Persistent link: https://www.econbiz.de/10011347423
Saved in:
3
Pricing American options : RNMs-constrained entropic least-squares approach
Yu, Xisheng
;
Xie, Xiaoke
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 155-173
Persistent link: https://www.econbiz.de/10011514205
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