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Pricing stock options in a jump-diffusion model with stochastic volatility and interest rates : applications of Fourier inversion methods
Scott, Louis O. - 1995 - Rev
Persistent link: https://www.econbiz.de/10000913282
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Realignment risk and currency option pricing in target zones
Dumas, Bernard - 1993
Persistent link: https://www.econbiz.de/10000874291
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Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric; Touzi, Nizar - 1993 - Rev
Persistent link: https://www.econbiz.de/10000874371
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Contingent claims and market completeness in a stochastic volatility model
Romano, Marc; Touzi, Nizar - 1993
Persistent link: https://www.econbiz.de/10000874372
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Kernel estimators of integrated squared density derivatives in non-smooth cases
Es, A. J. van; Hoogstrate, André J. - 1993
Persistent link: https://www.econbiz.de/10000874692
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Interest rate futures options : an empirical test of the Ho and Lee model in the Australian context
Bhar, Ramaprasad - 1993
Persistent link: https://www.econbiz.de/10000874995
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Arbitrage pricing and hedging of interest rate claims with state variables
El Karoui, Nicole; Myneni, Ravi; Viswanathan, R. - 1992
Persistent link: https://www.econbiz.de/10000875959
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The pricing and hedging of interest rate claims
El Karoui, Nicole (contributor) - 1991
Persistent link: https://www.econbiz.de/10000875970
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Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.; Kane, Alex; Noh, Jaesun - 1993
Persistent link: https://www.econbiz.de/10000877913
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Currency option pricing in a family of exchange rate regimes
Ekvall, Niklas; Jennergren, Lars Peter; Näslund, Bertil - 1993
Persistent link: https://www.econbiz.de/10000879346