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American options exercise boundary when the volatility changes randomly
Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924111
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Arbitrage-based pricing when volatility is stochastic
Bossaerts, Peter L.; Ghysels, Eric; Gouriéroux, Christian - 1996
Persistent link: https://www.econbiz.de/10000950450
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Stochastic volatility duration models
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1997
Persistent link: https://www.econbiz.de/10000980453
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Risk aversion, intertemporal substitution, and option pricing
Garcia, René; Renault, Eric - 1998
Persistent link: https://www.econbiz.de/10000984192
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B-mixing and moment properties of various GARCH, stochastic volatility and ACD models
Carrasco, Marine; Chen, Xiaohong - 1999
Persistent link: https://www.econbiz.de/10001421327
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Building a consistent pricing model from observed option prices
Laurent, Jean-Paul; Leisen, Dietmar - 1999
Persistent link: https://www.econbiz.de/10001380392
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Exchange Arrangements and foreign exchange markets : developments and issues
Ishii, Shōgo (contributor) - 2003
Persistent link: https://www.econbiz.de/10001751029
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The impact of G-3 exchange rate volatility on developing countries
Esquivel, Gerardo; Larraín Bascuñán, Felipe - 2002
Persistent link: https://www.econbiz.de/10001677102