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The entropy theory of stock option pricing
Gulko, Les - In: International journal of theoretical and applied finance 2 (1999) 3, pp. 331-355
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001437414
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Uncertain parameters, an empirical stochastic volatility model and confidence limits
Wilmott, Paul - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 175-189
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001236669
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A risk-neutral stochastic volatility model
Zhu, Yingzi - In: International journal of theoretical and applied finance 1 (1998) 2, pp. 289-310
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001240151
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Renormalization of Black-Scholes equation for stochastically fluctuating interest rate
Muslimov, Alexander G.; Silantʹev, Nikolai A. - In: International journal of theoretical and applied finance 4 (2001) 4, pp. 621-634
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001600364
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The entropy theory of bond option pricing
Gulko, Les - In: International journal of theoretical and applied finance 5 (2002) 4, pp. 355-383
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001682218
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Wavelet optimized valuation of financial derivatives
Wiart, B. Carton de; Dempster, Michael A. H. - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 1113-1137
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009407662
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Hedging European derivatives with the polynomial variance swap under uncertain volatility environments
Takahashi, Akihiko; Tsuzuki, Yukihiro; Yamazaki, Akira - In: International journal of theoretical and applied finance 14 (2011) 4, pp. 485-505
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009269373
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Model-free implied volatility : from surface to index
Fukasawa, Masaaki; Ishida, I.; Maghrebi, N.; Oya, Kosuke; … - In: International journal of theoretical and applied finance 14 (2011) 4, pp. 433-463
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009269385
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The intersection between European put price and its payoff function
Zhang, Jin E.; Huang, Shoujun; Li, Tiecheng - In: International journal of theoretical and applied finance 16 (2013) 4, pp. 1-14
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009779744
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Asymptotic equivalence in Lee's moment formulas for the implied volatility, asset price models without moment explosions, and Piterbarg's conjecture
Gulisashvili, Archil - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-34
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009624495