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Pricing and hedging index options under stochastic volatility : an empirical examiniation
Nandi, Saikat - 1996
Persistent link: https://www.econbiz.de/10000958009
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Testing Kuznets' hypothesis for Russian regions : trends and interpretations
Alm, James; Grigoriev, Ruslan A.; Kramin, Marat V.; … - 2016
Persistent link: https://www.econbiz.de/10011716760
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A closed-form GARCH option pricing model
Heston, Steven L.; Nandi, Saikat - 1997
Persistent link: https://www.econbiz.de/10000985996
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Preference-free option pricing with path-dependent volatility : a clsosed-form approach
Heston, Steven L.; Nandi, Saikat - 1999
Persistent link: https://www.econbiz.de/10001408069
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A discrete-time two-factor model for pricing bonds and interest rate derivatives under Random volatility
Heston, Steven L.; Nandi, Saikat - 1999
Persistent link: https://www.econbiz.de/10001444589
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Derivatives on volatility : some simple solutions based on observables
Heston, Steven L.; Nandi, Saikat - 2000
Persistent link: https://www.econbiz.de/10001537175