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A class of short-term models for the oil industry that accounts for speculative oil storage
Achdou, Yves; Bertucci, Charles; Lasry, Jean-Michel; … - In: Finance and stochastics 26 (2022) 3, pp. 631-669
Persistent link: https://www.econbiz.de/10013440239
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Pricing growth-rate risk
Hansen, Lars Peter; Scheinkman, José Alexandre - In: Finance and stochastics 16 (2012) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10009423262
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Optimal exercise of executive stock options
Rogers, Leonard C. G.; Scheinkman, José Alexandre - In: Finance and stochastics 11 (2007) 3, pp. 357-372
Persistent link: https://www.econbiz.de/10003485810
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Applications of Malliavin calculus to Monte-Carlo methods in finance. II
Fournié, Eric; Lasry, Jean-Michel; Lebuchoux, Jérôme; … - In: Finance and stochastics 5 (2001) 2, pp. 201-236
Persistent link: https://www.econbiz.de/10008217149
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Applications of Malliavin calculus to Monte Carlo methods in finance
Fournié, Eric; Lasry, Jean-Michel; Lebuchoux, Jérôme; … - In: Finance and stochastics 3 (1999) 4, pp. 391-412
Persistent link: https://www.econbiz.de/10008218048
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Pricing growth-rate risk
Hansen, Lars Peter; Scheinkman, José A. - In: Finance and stochastics 16 (2011) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10009810437