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Finance and Stochastics
The journal of computational finance
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Fleischwirtschaft : von der Erzeugung bis zur Vermarktung von Lebensmitteln tierischen Ursprungs ; Organ des Bundesverbandes der Deutschen Fleischwarenindustrie e.V., Bonn
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Moment explosions in stochastic volatility models
Andersen, Leif
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Piterbarg, Vladimir
- In:
Finance and Stochastics
11
(
2007
)
1
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pp. 29-50
Persistent link: https://www.econbiz.de/10005184392
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Option pricing with quadratic volatility: a revisit
Andersen, Leif
- In:
Finance and Stochastics
15
(
2011
)
2
,
pp. 191-219
Persistent link: https://www.econbiz.de/10009149760
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