Narrow search
Showing 1 - 4 of 4
Cover Image
Small-Time Asymptotics for an Uncorrelated Local-Stochastic Volatility Model
Forde, Martin; Jacquier, Antoine - In: Applied mathematical finance 18 (2011) 6, pp. 517-536
Persistent link: https://www.econbiz.de/10009798786
Cover Image
Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility
Forde, Martin; Jacquier, Antoine - In: Applied mathematical finance 17 (2010) 3, pp. 241-260
Persistent link: https://www.econbiz.de/10008428365
Cover Image
Robust approximations for pricing Asian options and volatility swaps under stochastic volatility
Forde, Martin; Jacquier, Antoine - In: Applied mathematical finance 17 (2010) 3/4, pp. 241-259
Persistent link: https://www.econbiz.de/10008653259
Cover Image
Small-time asymptotics for an uncorrelated local-stochastic volatility model
Forde, Martin; Jacquier, Antoine - In: Applied mathematical finance 18 (2011) 5/6, pp. 517-535
Persistent link: https://www.econbiz.de/10009422535