Narrow search
Showing 1 - 10 of 245
Cover Image
A link between complete models with stochastic volatility and ARCH models
Jeantheau, Thierry - In: Finance and stochastics 8 (2004) 1, pp. 111-131
Persistent link: https://www.econbiz.de/10001910769
Cover Image
Realised volatility and parametric estimation of Heston SDEs
Azencott, Robert; Ren, Peng; Timofeyev, Ilya - In: Finance and stochastics 24 (2020) 3, pp. 723-755
Persistent link: https://www.econbiz.de/10012518091
Cover Image
On the Guyon-Lekeufack volatility model
Nutz, Marcel; Riveros Valdevenito, Andrés - In: Finance and stochastics 28 (2024) 4, pp. 1203-1223
Persistent link: https://www.econbiz.de/10015130570
Cover Image
A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
Leblanc, Boris; Renault, Olivier; Scaillet, Olivier - In: Finance and stochastics 4 (2000) 1, pp. 109-111
Persistent link: https://www.econbiz.de/10001486629
Cover Image
Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices
Brigo, Damiano; Mercurio, Fabio - In: Finance and stochastics 4 (2000) 2, pp. 147-159
Persistent link: https://www.econbiz.de/10001486694
Cover Image
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - In: Finance and stochastics 4 (2000) 2, pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
Cover Image
Irreversible investment problems
Øksendal, Anders - In: Finance and stochastics 4 (2000) 2, pp. 223-250
Persistent link: https://www.econbiz.de/10001487038
Cover Image
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe; Prigent, Jean-Luc; Scaillet, Olivier - In: Finance and stochastics 4 (2000) 1, pp. 81-93
Persistent link: https://www.econbiz.de/10001487041
Cover Image
Processes of normal inverse Gaussian type
Barndorff-Nielsen, Ole E. - In: Finance and stochastics 2 (1998) 1, pp. 41-68
Persistent link: https://www.econbiz.de/10001230156
Cover Image
Mean-variance hedging for continuous processes : new proofs and examples
Pham, Huyên - In: Finance and stochastics 2 (1998) 2, pp. 173-198
Persistent link: https://www.econbiz.de/10001235406