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Preface: Spectral and cubature methods in finance and econometrics : an Interdisciplinary International Research Workshop University of Leicester, United Kingdom, 18 - 20 June 2009
Levendorskij, Sergej Z.
;
Mijatović, Aleksandar
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 5-7
Persistent link: https://www.econbiz.de/10009408859
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2
Volatility derivatives in market models with jumps
Lo, Harry
;
Mijatović, Aleksandar
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1159-1193
Persistent link: https://www.econbiz.de/10009407653
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3
Approximating Lévy processes with a view to option pricing
Crosby, John
;
Le Saux, Nolwenn
;
Mijatović, Aleksandar
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 63-91
Persistent link: https://www.econbiz.de/10008860423
Saved in:
4
A stochastic volatility model for risk-reversals in foreign exchange
Albanese, Claudio
;
Mijatović, Aleksandar
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 877-899
Persistent link: https://www.econbiz.de/10003911250
Saved in:
5
Method of moments approach to pricing double barrier contracts in polynomial jump-diffusion models
Eriksson, Bjorn
;
Pistorius, Martijn
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1139-1158
Persistent link: https://www.econbiz.de/10009407659
Saved in:
6
Fast computation of vanilla prices in time-changed models and implied volatilities using rational approximations
Pistorius, Martijn
;
Stolte, Johannes
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009624458
Saved in:
7
Pricing and hedging barrier options in a hyper-exponential additive model
Jeannin, Marc
;
Pistorius, Martijn
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 657-681
Persistent link: https://www.econbiz.de/10008904332
Saved in:
8
Conic trading in a Markovian steady state
Madan, Dilip B.
;
Pistorius, Martijn
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011686840
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