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Stochastic volatility in interest rates and nonlinearity in velocity
Barnett, William A.; Xu, Haiyang - In: The theory of monetary aggregation, (pp. 274-295). 2000
Persistent link: https://www.econbiz.de/10001508715
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Interest rates, exchange rates and volatility
Batchelor, Roy A. (contributor); Dua, Pami (contributor) - 2003
Persistent link: https://www.econbiz.de/10003180116
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Rational theory of warrant pricing
Samuelson, Paul Anthony - In: Options : classic approaches to pricing and modelling, (pp. 1- 34). 1999
Persistent link: https://www.econbiz.de/10001772446
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Option pricing when underlying stock returns are discontinuous
Merton, Robert C. - In: Options : classic approaches to pricing and modelling, (pp. 157-177). 1999
Persistent link: https://www.econbiz.de/10001772453
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The valuation of options for alternative stochastic processes
Cox, John Carrington; Ross, Stephen A. - In: Options : classic approaches to pricing and modelling, (pp. 179-202). 1999
Persistent link: https://www.econbiz.de/10001772454
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The pricing of options on assets with stochastic volatilities
Hull, John; White, Alan - In: Options : classic approaches to pricing and modelling, (pp. 323-344). 1999
Persistent link: https://www.econbiz.de/10001772463
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Fractals and scaling in finance : discontinuity, concentration, risk
Mandelbrot, Benoît B. - 1997
Persistent link: https://www.econbiz.de/10000635535
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Bayesian analysis of stochastic volatility models
Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 1, pp. 69-87
Persistent link: https://www.econbiz.de/10001639881
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Financial markets and financial fragility ; Vol. 2
Toporowski, Jan (contributor) - 2010
Persistent link: https://www.econbiz.de/10003996181