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American and European options in multi-factor jump-diffusion models, near expiry
Levendorskij, Sergej Z. - In: Finance and stochastics 12 (2008) 4, pp. 541-560
Persistent link: https://www.econbiz.de/10003899270
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Bottleneck options
Ott, Curdin - In: Finance and stochastics 18 (2014) 4, pp. 845-872
Persistent link: https://www.econbiz.de/10010416190
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Static hedging under maturity mismatch
Mayer, Philipp; Packham, Natalie; Schmidt, Wolfgang M. - In: Finance and stochastics 19 (2015) 3, pp. 509-539
Persistent link: https://www.econbiz.de/10011418246
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On a Heath-Jarrow-Morton approach for stock options
Kallsen, Jan; Krühner, Paul - In: Finance and stochastics 19 (2015) 3, pp. 583-615
Persistent link: https://www.econbiz.de/10011418308
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Local risk-minimization for Barndorff-Nielsen and Shephard models
Arai, Takuji; Imai, Yuto; Suzuki, Ryoichi - In: Finance and stochastics 21 (2017) 2, pp. 551-592
Persistent link: https://www.econbiz.de/10011944406
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A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets
Benth, Fred Espen; Sgarra, Carlo - In: Finance and stochastics 28 (2024) 4, pp. 1035-1076
Persistent link: https://www.econbiz.de/10015130552