Narrow search
Showing 1 - 3 of 3
Cover Image
Robust barrier option pricing by frame projection under exponential Lévy dynamics
Kirkby, J. Lars - In: Applied mathematical finance 24 (2017) 3/4, pp. 337-386
Persistent link: https://www.econbiz.de/10011815237
Cover Image
Rare shock, two-factor stochastic volatility and currency option pricing
Wang, Guanying; Wang, Xingchun; Wang, Yongjin - In: Applied mathematical finance 21 (2014) 1/2, pp. 32-50
Persistent link: https://www.econbiz.de/10010351858
Cover Image
On the method of optimal portfolio choice by cost-efficiency
Rüschendorf, Ludger; Wolf, Viktor - In: Applied mathematical finance 23 (2016) 1/2, pp. 158-173
Persistent link: https://www.econbiz.de/10011547051