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Conjoint analysis of option and volatility models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar - In: Journal of emerging market finance 14 (2015) 3, pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
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Performance of the Heston's stochastic volatility model : a study in Indian index options market
Singh, Shivam; Dixit, Alok - In: Theoretical economics letters 6 (2016) 2, pp. 151-165
Persistent link: https://www.econbiz.de/10011545451
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An empirical comparison of two stochastic volatility models using Indian market data
Iyer, Srikanth K.; Nanda, Seema; Kumar, Swapnil - In: Asia-Pacific financial markets 20 (2013) 3, pp. 243-259
Persistent link: https://www.econbiz.de/10010188304
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First-order calculus and option pricing
Carr, Peter - In: Journal of financial engineering 1 (2014) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
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The joint density of two functionals of a Brownian motion
Abadir, Karim Maher - 1994
Persistent link: https://www.econbiz.de/10000895295
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Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert - 1992
Persistent link: https://www.econbiz.de/10000834044
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Simple binomial processes as diffusion approximations in financial models
Nelson, Daniel B.; Ramaswamy, Krishna - 1990
Persistent link: https://www.econbiz.de/10000811122
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Pricing foreign currency options with stochastic volatility
Melino, Angelo; Turnbull, Stuart M. - 1988
Persistent link: https://www.econbiz.de/10000772329
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The pricing of contingent claims written on bonds by simulation of bond price processes : version 2.0
Miltersen, Kristian R.; Nielsen, Lars - 1989
Persistent link: https://www.econbiz.de/10000775498
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Options with stochastic lives
Jennergren, Lars Peter; Näslund, Bertil - 1991
Persistent link: https://www.econbiz.de/10000826417