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1
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
Saved in:
2
Exact superreplication strategies for a class of derivative assets
Vanden, Joel M.
- In:
Applied mathematical finance
13
(
2006
)
1
,
pp. 61-87
Persistent link: https://www.econbiz.de/10003320040
Saved in:
3
New-generated dependence and optimal portfolios for n stocks in a market of Barndorff-Nielsen and shephard type
Lindberg, Carl
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 549-568
Persistent link: https://www.econbiz.de/10003338695
Saved in:
4
On the short-time behavior of the implied
volatility
for jump-diffusion models with stochastic
volatility
Alòs, Elisa
(
contributor
);
León, Jorge A.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003379784
Saved in:
5
Black-Scholes-Merton in random time : a new stochastic
volatility
model with path dependence
Ostrovsky, Dmitry
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 847-872
Persistent link: https://www.econbiz.de/10003564679
Saved in:
6
Options and bubbles
Heston, Steven L.
;
Loewenstein, Mark A.
;
Willard, Gregory A.
- In:
The review of financial studies
20
(
2007
)
2
,
pp. 359-390
Persistent link: https://www.econbiz.de/10003554435
Saved in:
7
Optionsbewertung unter Berücksichtigung stochastischer Volatilität
Tallau, Christian
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
38
(
2009
)
1
,
pp. 14-19
Persistent link: https://www.econbiz.de/10003798963
Saved in:
8
Canonical valuation of options in the presence of stochastic
volatility
Gray, Philip K.
;
Newman, Scott
- In:
The journal of futures markets
25
(
2005
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10002528167
Saved in:
9
Arbitrage in fractal modulated black-scholes models when the
volatility
is stochastic
Bayraktar, Erhan
;
Poor, H. Vincent
- In:
International journal of theoretical and applied finance
8
(
2005
)
3
,
pp. 283-300
Persistent link: https://www.econbiz.de/10002893223
Saved in:
10
Zum Hedging europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer
-
2000
Persistent link: https://www.econbiz.de/10001498200
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