The Pricing of Derivatives on Assets with Quadratic Volatility
Year of publication: 
200201


Authors:  Zühlsdorff, Christian 
Institutions:  University of Bonn, Germany 
Subject:  strong solutions  stochastic differential equation  option pricing  quadratic volatility  implied volatility  smiles  frowns 

The pricing of derivatives on assets with quadratic volatility
Zühlsdorff, Christian, (2002)

The Pricing of Derivatives on Assets with Quadratic Volatility
Zühlsdorff, Christian, (2002)

The pricing of derivatives on assets with quadratic volatility
Zuhlsdorff, Christian, (2001)
 More ...

Extended Libor Market Models with Affine and Quadratic Volatility
Zühlsdorff, Christian, (2002)

The pricing of derivatives on assets with quadratic volatility
Zühlsdorff, Christian, (1999)

The pricing of derivatives on assets with quadratic volatility
Zühlsdorff, Christian, (2001)
 More ...