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FX options and smile risk
Castagna, Antonio - 2010
Persistent link: https://www.econbiz.de/10003849324
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Stochastic volatility and stochastic leverage
Veraart, Almut E. D.; Veraart, Luitgard - 2009
Persistent link: https://www.econbiz.de/10003849550
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Nonparametric stochastic volatility
Bandi, Federico M.; Renò, Roberto - 2009
Persistent link: https://www.econbiz.de/10003854417
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Stochastic volatility
Andersen, Torben; Benzoni, Luca - 2009
Persistent link: https://www.econbiz.de/10003880159
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Exotic option pricing in Heston's stochastic volatility model
Griebsch, Susanne A. - 2008
Persistent link: https://www.econbiz.de/10003881039
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Tools and techniques
Aït-Sahalia, Yacine (ed.); Hansen, Lars Peter (ed.) - 2010
Persistent link: https://www.econbiz.de/10003898678
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Smart expansion and fast calibration for jump diffusions
Benhamou, Eric; Gobet, E.; Miri, M. - In: Finance and stochastics 13 (2009) 4, pp. 563-589
Persistent link: https://www.econbiz.de/10003899530
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Sensitivity analysis and density estimation for the Hobson-Rogers stochastic volatility model
Kawai, Reiichiro - In: International journal of theoretical and applied finance 12 (2009) 3, pp. 283-295
Persistent link: https://www.econbiz.de/10003867401
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Pricing options by simulation using realized volatility
Allen, David E.; McAleer, Michael; Scharth, Marcel - 2009
Persistent link: https://www.econbiz.de/10003869596
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Quanto pre-washing for jump diffusion models
Wong, Hoi Ying; Lau, Ka Yung - In: Recent advances in financial engineering : proceedings …, (pp. 219-230). 2009
Persistent link: https://www.econbiz.de/10003871197