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Entwurf eines Optionspreismodells mit stochastischer Volatilität und tendenziell stabiler IVF-Struktur
Hausmann, Wilfried - 2007
Persistent link: https://www.econbiz.de/10003635776
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Arbitrage-free market models for liquid options
Wissel, Johannes Stefan - 2008
Persistent link: https://www.econbiz.de/10003726013
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Market expectations and option prices : techniques and applications ; with 13 tables
Mandler, Martin - 2003
Persistent link: https://www.econbiz.de/10001746869
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A risk-neutral stochastic volatility model
Zhu, Yingzi - In: International journal of theoretical and applied finance 1 (1998) 2, pp. 289-310
Persistent link: https://www.econbiz.de/10001240151
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Volatility smile consistent option models : a survey
Skiadopoulos, George - In: International journal of theoretical and applied finance 4 (2001) 3, pp. 403-437
Persistent link: https://www.econbiz.de/10001584359
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Pricing and hedging derivative securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W. - 1997
Persistent link: https://www.econbiz.de/10000646551
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The extended SSVI volatility surface
Hendriks, Sebas; Martini, Claude - In: The journal of computational finance 22 (2018/2019) 5, pp. 25-39
Persistent link: https://www.econbiz.de/10012042223
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Calibrating arbitrage free implied volatility surface with embedded put-call parity
Dutta, Tridibesh; Ghosh, Alankar - In: Decision 37 (2010) 1, pp. 57-72
Persistent link: https://www.econbiz.de/10008657235
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Semi-nonparametric estimation of the call price surface under no-arbitrage constraints
Fengler, Matthias R.; Hin, Lin-yee - 2011
Persistent link: https://www.econbiz.de/10009509335
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Asymptotic arbitrage in the Heston model
Haba, Fatma; Jacquier, Antoine - In: International journal of theoretical and applied finance 18 (2015) 8, pp. 1-18
Persistent link: https://www.econbiz.de/10011419412