Narrow search
Showing 41 - 50 of 76,102
Cover Image
Optimal static-dynamic hedges for barrier options
Ilhan, Aytaç; Sircar, Kaushik Ronnie - In: Mathematical finance : an international journal of … 16 (2006) 2, pp. 359-385
Persistent link: https://www.econbiz.de/10003326016
Cover Image
Approximation and calibration of short-term implied volatilities under jump-diffusion stochastic volatility
Medvedev, Alexey (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003354334
Cover Image
A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets
Li, Xun; Wu, Zhenyu - In: Annals of finance 2 (2006) 2, pp. 179-205
Persistent link: https://www.econbiz.de/10003282234
Cover Image
Modelling of and empirical studies on portfolio choice, option pricing, and credit risk
Polbennikov, Simon Yurievich - 2005
Persistent link: https://www.econbiz.de/10003311057
Cover Image
Probabilistic properties of stochastic volatility models
Davis, Richard A.; Mikosch, Thomas - In: Handbook of financial time series, (pp. 255-267). 2009
Persistent link: https://www.econbiz.de/10003833954
Cover Image
Applications of Fourier transform to smile modeling : theory and implementation
Zhu, Jianwei - 2010 - 2., ed.
Persistent link: https://www.econbiz.de/10003834547
Cover Image
Implied non-recombining trees and calibration for the volatility smile
Charalambous, Chris; Christofides, Nicos; … - In: Quantitative fund management, (pp. 425-450). 2009
Persistent link: https://www.econbiz.de/10003797029
Cover Image
A nonparametric approach to the noise density in stochastic volatility models
Alfarano, Simone; Wagner, Friedrich; Milaković, Mishael - In: Applied financial economics letters 4 (2008) 4/6, pp. 311-314
Persistent link: https://www.econbiz.de/10003807697
Cover Image
Exploring time-varying jump intensities : evidence from S&P500 returns and options
Christoffersen, Peter F.; Jacobs, Kris; Ornthanalai, … - 2008
Persistent link: https://www.econbiz.de/10003861266
Cover Image
Essays on market frictions and model misspecification in asset pricing
Seeger, Norman - 2009
Persistent link: https://www.econbiz.de/10003863665