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Uncertain parameters, an empirical stochastic volatility model and confidence limits
Wilmott, Paul - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
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Uncertain volatility models : theory and application
Buff, Robert - 2002
Persistent link: https://www.econbiz.de/10001647305
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A taxonomy of risk-neutral distribution methods : theory and implementation
Gruber, Alfred - 2003
Persistent link: https://www.econbiz.de/10001747356
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A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer; Phillips, Peter C. B. - In: Journal of econometrics 196 (2017) 1, pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
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Jump-diffusion processes : volatility smile fitting and numerical methods for option pricing
Andersen, Leif B. G.; Andreasen, Jesper Fredborg - In: Review of derivatives research 4 (2000) 3, pp. 231-262
Persistent link: https://www.econbiz.de/10001596719
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Measure, probability, and mathematical finance : a problem oriented approach
Gan, Guojun; Ma, Chaoqun; Xie, Hong - 2014
Persistent link: https://www.econbiz.de/10010361562
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Selected infinitely divisible distributions as models for financial return data - unconditional fit and option pricing
Fischer, Matthias - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001679700
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Alternative formulas to compute implied standard deviation
Ang, James S.; Jou, Gwoduan David; Lai, Tsong-yue - In: Review of Pacific Basin financial markets and policies 12 (2009) 2, pp. 159-176
Persistent link: https://www.econbiz.de/10003871567
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Prognosemodelle und Handelsansätze für Implizite Volatilitäten
Sachtler, Michael - 2004
Persistent link: https://www.econbiz.de/10002392690