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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
2
Interest rate modelling after the financial crisis
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Agrarian economy and rural development : realities and perspectives for Romania : International Symposium : 12th edition
1
Agrarian economy and rural development : trends and challenges : International Symposium : 13th edition
1
Annals of operations research ; volume 302, number 1 (July 2021)
1
Application of operations research to financial markets
1
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Applied quantitative finance
1
Economic dynamics and sustainable development ; Part 2
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Economies et sociétés ; 49,6
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Essays in honor of Joon Y. Park : econometric methodology in empirical applications
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Financial modeling and risk management of energy and environmental instruments and derivates
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Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (Online)
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
1
Robustness in econometrics
1
Stochastic optimization: theory and applications
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Systemic risk tomography : signals, measurement and transmission channels
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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Trends in mathematical economics : dialogues between Southern Europe and Latin America
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Quantization meets Fourier : a new technology for pricing options
Callegaro, Giorgia
;
Fiorin, Lucio
;
Grasselli, Martino
- In:
Application of operations research to financial markets
,
(pp. 59-86)
.
2019
Persistent link: https://www.econbiz.de/10012157344
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Approximate pricing of call options on the quadratic variation in Lévy models
Jahncke, Giso
;
Kallsen, Jan
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 241-256)
.
2016
Persistent link: https://www.econbiz.de/10011800371
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3
Computing Greeks for Lévy models : the fourier transform approach
Olivera, Federico de
;
Mordecki, Ernesto
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 99-121)
.
2016
Persistent link: https://www.econbiz.de/10011800675
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4
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
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Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
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6
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
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7
Volatility analysis of Shanghai composite index and financial crises
Sheraz, Muhammad
;
Breda, Vasile
-
2016
Persistent link: https://www.econbiz.de/10013164574
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8
Risk neutral density estimation with a functional linear model
Carrasco, Marine
;
Tsafack, Idriss
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 133-157)
.
2023
Persistent link: https://www.econbiz.de/10014315199
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9
Systemic risk via dynamic correlations
Dellaportas, Petros
;
Plataniotis, Anastasios
;
Titsias, …
- In:
Systemic risk tomography : signals, measurement and …
,
(pp. 3-41)
.
2017
Persistent link: https://www.econbiz.de/10011617877
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10
Implementation of local stochastic volatility model in FX derivatives
Zheng, J.
;
Yuan, X.
- In:
Applied quantitative finance
,
(pp. 57-69)
.
2017
Persistent link: https://www.econbiz.de/10011794953
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