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Pricing derivative securities : an interactive, dynamic environment with Maple V and Matlab

Prisman, Eliezer Z.; Prisman, Eliezer Zeev - 2000

Persistent link: https://www.econbiz.de/10001484042

A regularized fourier transform approach for valuing options under stochastic dividend yields

Dia, Baye M. - In: International journal of theoretical and applied finance 13 (2010) 2, pp. 211-240

Persistent link: https://www.econbiz.de/10008860410

Stochastic volatility models for the implied correlation index : evidence, properties and pricing

Escobar, Marcos; Lin, Fang - In: Finance research letters 35 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012438998

Pricing of bond options : unspanned stochastic volatility and random field models

Repplinger, Detlef - 2008

Persistent link: https://www.econbiz.de/10013278100

Pricing of Bond Options : Unspanned Stochastic Volatility and Random Field Models

Repplinger, Detlef (contributor); Fandel, G. (contributor); … - 2008

-arbitrage relations through the correlation structure of interest rates. Therefore, unspanned stochastic volatility (USV) as well as … between the bond price dynamics and the subordinated stochastic volatility process, whereas Random Field models allow for a …