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Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger - 1995
Persistent link: https://www.econbiz.de/10000908124
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Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - 1998
Persistent link: https://www.econbiz.de/10000993233
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Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger - 1997
Persistent link: https://www.econbiz.de/10000959999
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Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar - 1999
Persistent link: https://www.econbiz.de/10001355949
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A simple regime-switching model for stochastic volatilities
Christopeit, Norbert - 1997
Persistent link: https://www.econbiz.de/10000982947
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Long-memory in volatilities of German stock returns
Sibbertsen, Philipp - 2001
Persistent link: https://www.econbiz.de/10001675715
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Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin; King, Maxwell L. - 2004
Persistent link: https://www.econbiz.de/10002479501
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Locally time homogeneous time series modelling
Elagin, Mstislav; Spokojnyj, Vladimir G. - 2008
Persistent link: https://www.econbiz.de/10003805435
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Schnelle numerische Verfahren zur Bewertung von europäischen Optionen in erweiterten Black-Scholes Marktmodellen
Popovici, Stefan Alex - 2002
Persistent link: https://www.econbiz.de/10001691707
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Pricing American call options under the assumption of stochastic dividends : an application of the Korn-Rogers-Model
Kruse, Susanne; Müller, Marlene - 2009
Persistent link: https://www.econbiz.de/10009723047