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Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
Bayraktar, Erhan; Young, Virginia R. - In: Annals of finance 4 (2008) 4, pp. 399-429
Persistent link: https://www.econbiz.de/10003737188
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Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes
Krasin, Vladislav Y.; Smirnov, Ivan; Melʹnikov, … - In: Annals of finance 14 (2018) 2, pp. 195-209
Persistent link: https://www.econbiz.de/10011945591
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Generalized volatility-stabilized processes
Picková, Radka - In: Annals of finance 10 (2014) 1, pp. 101-125
Persistent link: https://www.econbiz.de/10010244577
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Inference for systems of stochastic differential equations from discretely sampled data : a numerical maximum likelihood approach
Lux, Thomas - In: Annals of finance 9 (2013) 2, pp. 217-248
Persistent link: https://www.econbiz.de/10009741196
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Option pricing and Esscher transform under regime switching
Elliott, Robert J.; Chan, Leunglung; Siu, Tak Kuen - In: Annals of finance 1 (2005) 4, pp. 423-432
Persistent link: https://www.econbiz.de/10003090579
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Continuous equilibrium in affine and information-based capital asset pricing models
Horst, Ulrich; Kupper, Michael; Macrina, Andrea; … - In: Annals of finance 9 (2013) 4, pp. 725-755
Persistent link: https://www.econbiz.de/10010196576
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First steps towards an equilibrium theory for Lévy financial markets
Herzberg, Frederik - In: Annals of finance 9 (2013) 3, pp. 543-572
Persistent link: https://www.econbiz.de/10009776388
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Estimation and pricing under long-memory stochastic volatility
Chronopoulou, Alexandra; Viens, Frederi G. - In: Annals of finance 8 (2012) 2/3, pp. 379-403
Persistent link: https://www.econbiz.de/10009548079
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Affine fractional stochastic volatility models
Comte, Fabienne; Coutin, Laure; Renault, Eric - In: Annals of finance 8 (2012) 2/3, pp. 337-378
Persistent link: https://www.econbiz.de/10009548082
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Stochastic volatility and stochastic leverage
Veraart, Almut E. D.; Veraart, Luitgard A. M. - In: Annals of finance 8 (2012) 2/3, pp. 205-233
Persistent link: https://www.econbiz.de/10009548093