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Option pricing with hedging at...
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Theorie
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Vorst, Ton
120
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88
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37
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20
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13
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13
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10
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Li, Minqiang
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Report / Econometric Institute, Erasmus University Rotterdam
18
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Discussion paper / Tinbergen Institute
16
Risk : managing risk in the world's financial markets
13
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7
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ECONIS (ZBW)
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121
Claim pricing and hedging under market imperfections
Mercurio, Fabio
-
1996
Persistent link: https://www.econbiz.de/10000956322
Saved in:
122
An analytically tractable interest rate model with humped volatility
Mercurio, Fabio
;
Moraleda Novo, Juan Manuel
-
1996
Persistent link: https://www.econbiz.de/10000939515
Saved in:
123
Option pricing for jump diffusions : approximations and their interpretation
Mercurio, Fabio
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 191-200
Persistent link: https://www.econbiz.de/10001333345
Saved in:
124
A deterministic-shift extension of analytically-tractable and time-homogeneous short-rate models
Brigo, Damiano
;
Mercurio, Fabio
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 369-387
Persistent link: https://www.econbiz.de/10001599290
Saved in:
125
A family of humped volatility models
Mercurio, Fabio
;
Moraleda Novo, Juan Manuel
- In:
The European journal of finance
7
(
2001
)
2
,
pp. 93-116
Persistent link: https://www.econbiz.de/10001603191
Saved in:
126
An analytically tractable interest rate model with humped volatility
Mercurio, Fabio
;
Moraleda Novo, Juan Manuel
-
1996
Persistent link: https://www.econbiz.de/10000966928
Saved in:
127
A deterministic-shift extension of analytically-tractable and time-homogeneous short-rate models
Brigo, Damiano
;
Mercurio, Fabio
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 369-388
Persistent link: https://www.econbiz.de/10008216993
Saved in:
128
Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices
Brigo, Damiano
;
Mercurio, Fabio
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 147-160
Persistent link: https://www.econbiz.de/10008217584
Saved in:
129
A Family of Humped Volatility Structures
Mercurio, Fabio
;
Moraleda, Juan M.
-
Tinbergen Instituut
-
1996
Persistent link: https://www.econbiz.de/10011255789
Saved in:
130
OPTION PRICING: The vanna-volga method for implied volatilities
Castagna, Antonio
;
Mercurio, Fabio
- In:
Risk : managing risk in the world's financial markets
20
(
2007
)
1
,
pp. 106-111
Persistent link: https://www.econbiz.de/10007589222
Saved in:
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