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Hilbert transform, spectral filters and option pricingh
Phelan, Carolyn E.
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Marazzina, Daniele
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Fusai, Gianluca
; …
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Application of operations research to financial markets
,
(pp. 273-298)
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2019
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Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
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Advanced modelling in mathematical finance : in honour …
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2016
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Fractional smoothness and applications in finance
Geiss, Stefan
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Gobet, Emmanuel
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Advanced mathematical methods for finance
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2011
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Volatility is rough
Gatheral, Jim
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Jaisson, Thibault
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Rosenbaum, Mathieu
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Options - 45 years since the publication of the …
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2023
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Modeling financial security returns using Lévy processes
Wu, Liuren
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2008
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Stochastic time change, volatility, and normality of returns : a high-frequency dats analysis with a sample of LSE stocks
Borsali, Olfa
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Zenaidi, Amel
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Risk management and value : valuation and asset price
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2008
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Option pricing with regularized fractional Brownian motions
Aldabe, F.
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Geld, Finanzwirtschaft, Banken und Versicherungen : …
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(pp. 379-397)
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1997
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Option pricing applications of quadratic volatility models
Appadoo, Srimantoorao S.
;
Thavaneswaran, Aerambamoorthy
; …
- In:
Microecononometrics : methods and applications
,
(pp. 225-243)
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2016
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Model-free methods in valuation and hedging of derivative securities
Davis, Mark H. A.
- In:
The handbook of post crisis financial modelling
,
(pp. 168-189)
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2016
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On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan
- In:
Decision making and risk/return optimization in …
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2019
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