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Bounds on European option prices under stochastic volatility
Frey, Rüdiger; Sin, Carlos A. - In: Mathematical finance : an international journal of … 9 (1999) 2, pp. 97-116
Persistent link: https://www.econbiz.de/10001372177
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Controlling risk exposure and dividends payout schemes : insurance company example
Højgaard, Bjarne; Taksar, Michael - In: Mathematical finance : an international journal of … 9 (1999) 2, pp. 153-182
Persistent link: https://www.econbiz.de/10001372186
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Generalized hyperbolic diffusion processes with applications in finance
Rydberg, Tina Hviid - In: Mathematical finance : an international journal of … 9 (1999) 2, pp. 183-201
Persistent link: https://www.econbiz.de/10001372196
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Long memory in continuous-time stochastic volatility models
Comte, Fabienne - In: Mathematical finance : an international journal of … 8 (1998) 4, pp. 291-323
Persistent link: https://www.econbiz.de/10001252788
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Complete models with stochastic volatility
Hobson, David G. - In: Mathematical finance : an international journal of … 8 (1998) 1, pp. 27-48
Persistent link: https://www.econbiz.de/10001240799
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A note on hedging in ARCH and stochastic volatility option pricing models
Garcia, René - In: Mathematical finance : an international journal of … 8 (1998) 2, pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
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Robustness of the black and scholes formula
El Karoui, Nicole - In: Mathematical finance : an international journal of … 8 (1998) 2, pp. 93-126
Persistent link: https://www.econbiz.de/10001242959
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Optimal investment under relative performance concerns
Espinosa, Gilles.Eduard; Touzi, Nizar - In: Mathematical finance : an international journal of … 25 (2015) 2, pp. 221-257
Persistent link: https://www.econbiz.de/10011350661
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Stochastic local intensity loss models with interacting particle systems
Alfonsi, Aurélien; Labart, Celine; Lelong, Jerome - In: Mathematical finance : an international journal of … 26 (2016) 2, pp. 366-394
Persistent link: https://www.econbiz.de/10011577160
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A note on the quantile formulation
Xu, Zuo Quan - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 589-601
Persistent link: https://www.econbiz.de/10011583612