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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"International journal of financial engineering"
~person:"Lorig, Matthew"
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Option pricing theory
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Lorig, Matthew
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Journal of financial and quantitative analysis : JFQA
International journal of financial engineering
International journal of theoretical and applied finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Quantitative finance
2
Annals of finance
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Explicit caplet implied volatilities for quadratic term-structure models
Lorig, Matthew
;
Suaysom, Natchanon
- In:
International journal of financial engineering
11
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014521323
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2
Approximate pricing of European and Barrier claims in a local-stochastic volatility setting
Barger, Weston
;
Lorig, Matthew
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011777838
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