Narrow search
Showing 1 - 5 of 5
Cover Image
Option pricing with quadratic volatility : a revisit
Andersen, Leif B. G. - In: Finance and stochastics 15 (2011) 2, pp. 191-219
Persistent link: https://www.econbiz.de/10009159127
Cover Image
Option pricing with quadratic volatility: a revisit
Andersen, Leif - In: Finance and stochastics 15 (2011) 2, pp. 191-220
Persistent link: https://www.econbiz.de/10009014650
Cover Image
Moment explosions in stochastic volatility models
Andersen, Leif B. G.; Piterbarg, Vladimir V. - In: Finance and stochastics 11 (2007) 1, pp. 29-50
Persistent link: https://www.econbiz.de/10003410634
Cover Image
Connecting discrete and continuous path-dependent options
Broadie, Mark; Glasserman, Paul; Kou, S. G. - In: Finance and stochastics 3 (1999) 1, pp. 55-82
Persistent link: https://www.econbiz.de/10001367460
Cover Image
Connecting discrete and continuous path-dependent options
Broadie, Mark; Glasserman, Paul; Kou, S.G. - In: Finance and stochastics 3 (1999) 1, pp. 55-82
Persistent link: https://www.econbiz.de/10008218082