Narrow search
Showing 1 - 6 of 6
Cover Image
Laguerre series for Asian and other options
Dufresne, Daniel - In: Mathematical finance : an international journal of … 10 (2000) 4, pp. 407-428
Persistent link: https://www.econbiz.de/10002179018
Cover Image
Bessel processes and a functional of Brownian motion
Dufresne, Daniel (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002237657
Cover Image
A general formula for option prices in a stochastic volatility model
Ching, Stephen; Dufresne, Daniel - 2009
Persistent link: https://www.econbiz.de/10003901912
Cover Image
Stochastic volatility and option pricing
Dufresne, Daniel - 2009
Persistent link: https://www.econbiz.de/10003901917
Cover Image
A two-dimensional extention of Bougerol's identity in law for the exponential functional of Brownian motion
Dufresne, Daniel; Yor, Marc - 2011
Persistent link: https://www.econbiz.de/10009419877
Cover Image
A general formula for option prices in a stochastic volatility model
Ching, Stephen; Dufresne, Daniel - In: Applied mathematical finance 19 (2012) 3/4, pp. 313-340
Persistent link: https://www.econbiz.de/10009710970