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Stochastic volatility, jumps and hidden time changes
Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Finance and stochastics 6 (2002) 1, pp. 63-90
Persistent link: https://www.econbiz.de/10001643753
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Pricing options on realized variance
Carr, Peter; Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Finance and stochastics 9 (2005) 4, pp. 453-475
Persistent link: https://www.econbiz.de/10003123173
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Valuation of default-sensitive claims under imperfect information
Coculescu, Delia; Geman, Hélyette; Jeanblanc, Monique - In: Finance and stochastics 12 (2008) 2, pp. 195-218
Persistent link: https://www.econbiz.de/10003716260
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Pricing options on realized variance
Carr, Peter; Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Finance and stochastics 9 (2005) 4, pp. 453-476
Persistent link: https://www.econbiz.de/10008214154
Cover Image
Stochastic volatility, jumps and hidden time changes
Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: Finance and stochastics 6 (2002) 1, pp. 63-90
Persistent link: https://www.econbiz.de/10008216498
Cover Image
Valuation of default-sensitive claims under imperfect information
Coculescu, Delia; Geman, Hélyette; Jeanblanc, Monique - In: Finance and stochastics 12 (2008) 2, pp. 195-218
Persistent link: https://www.econbiz.de/10008221307
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Valuation of default-sensitive claims under imperfect information (Publisher’s Erratum)
Coculescu, Delia; Geman, Hélyette; Jeanblanc, Monique - In: Finance and stochastics 14 (2009) 1, pp. 153-156
Persistent link: https://www.econbiz.de/10008445237