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Journal of risk
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A Taylor series approach to pricing and implied volatility for local-stochastic volatility models
Loring, Matthew
;
Pagliarani, Stefano
;
Pascucci, Andrea
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 3-19
Persistent link: https://www.econbiz.de/10010476250
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2
Numerical experiments on hedging cliquet options
Kilin, Fiodar
;
Nalholm, Morten
;
Wystup, Uwe
- In:
Journal of risk
17
(
2014/15
)
1
,
pp. 85-103
Persistent link: https://www.econbiz.de/10010476251
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3
Are traders' rules useful for pricing options? : evidence from intraday data
Kim, Sol
- In:
Journal of risk
17
(
2014/15
)
1
,
pp. 63-84
Persistent link: https://www.econbiz.de/10010476252
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