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Approximation of ruin probability and ruin time in discrete Brownian risk models
Jasnovidov, Grigori - In: Scandinavian actuarial journal 2020 (2020) 8, pp. 718-735
Persistent link: https://www.econbiz.de/10012313725
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On efficient binomial option price approximations
Leisen, Dietmar - 1998
Persistent link: https://www.econbiz.de/10000672725
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Lognormality of rates and term structure models
Goldys, Beniamin - 1996
Persistent link: https://www.econbiz.de/10000954622
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Quantitative finance : its development, mathematical foundations, and current scope
Epps, Thomas W. - 2009
Persistent link: https://www.econbiz.de/10003756274
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Options and market expectations: implied probability density functions on the Polish foreign exchange market
Bańbuła, Piotr - In: Bank i kredyt 39 (2008) 5, pp. 21-49
Persistent link: https://www.econbiz.de/10003760007
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Examining binomial option price approximations
Reimer, Matthias - 1997
Persistent link: https://www.econbiz.de/10000647506
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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
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Recovering risk neutral densities from option prices : a new approach
Rompolis, Leonidas S.; Tzavalis, Elias - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 1037-1053
Persistent link: https://www.econbiz.de/10003811375
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Asset pricing and portfolio choice theory
Back, Kerry E. - 2010
Persistent link: https://www.econbiz.de/10008662772