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Option pricing theory
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Beek, Misha van
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Finance and stochastics
Journal of forecasting
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International journal of theoretical and applied finance
26
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1
Infinite-dimensional polynomial processes
Cuchiero, Christa
;
Svaluto-Ferro, Sara
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 383-426
Persistent link: https://www.econbiz.de/10012499741
Saved in:
2
Regime switching affine processes with applications to finance
Beek, Misha van
;
Mandjes, Michel
;
Spreij, Peter
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 309-333
Persistent link: https://www.econbiz.de/10012253354
Saved in:
3
Additive subordination and its applications in finance
Li, Jing
;
Li, Lingfei
;
Mendoza-Arriaga, Rafael
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 589-634
Persistent link: https://www.econbiz.de/10011531020
Saved in:
4
Pricing electricity derivatives within a Markov regime-switching model : a risk premium approach
Janczura, Joanna
- In:
Mathematical methods of operations research
79
(
2014
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010347963
Saved in:
5
Perturbed Brownian motion and its application to Parisian option pricing
Dassios, Angelos
;
Wu, Shanle
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 473-494
Persistent link: https://www.econbiz.de/10009533860
Saved in:
6
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
Saved in:
7
Random step functions model for interest rates
Borovkov, Konstantin
;
Klebaner, Fima C.
;
Virag, Eleanor
- In:
Finance and stochastics
7
(
2003
)
1
,
pp. 123-143
Persistent link: https://www.econbiz.de/10001724648
Saved in:
8
A general characterization of one factor affine term structure models
Filipović, Damir
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 389-412
Persistent link: https://www.econbiz.de/10001599299
Saved in:
9
A note on the forward measure
Davis, Mark
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 19-28
Persistent link: https://www.econbiz.de/10001230162
Saved in:
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