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The multi-curve potential model
Nguyen, The Anh; Seifried, Frank Thomas - In: International journal of theoretical and applied finance 18 (2015) 7, pp. 1-32
Persistent link: https://www.econbiz.de/10011404390
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Hurst exponents and delampertized fractional Brownian motions
Garcin, Matthieu - In: International journal of theoretical and applied finance 22 (2019) 5, pp. 1-26
Persistent link: https://www.econbiz.de/10012153029
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Testing for "pure" contagion effects in international banking : the case of BCCI's failure
Kanas, Angelos - In: International journal of theoretical and applied finance 7 (2004) 3, pp. 289-301
Persistent link: https://www.econbiz.de/10002111462
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When the bubble is going to burst
Chen, Jing - In: International journal of theoretical and applied finance 2 (1999) 3, pp. 285-292
Persistent link: https://www.econbiz.de/10001437397
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A path integral approach to derivative security pricing, [Teil] 1, Formalism and analytical results
Bennati, Eleonora; Rosa-Clot, Marco; Taddei, Stefano - In: International journal of theoretical and applied finance 2 (1999) 4, pp. 381-407
Persistent link: https://www.econbiz.de/10001438696
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Stochastic volatility and jump-diffusion : implications on option pricing
Jiang, George J. - In: International journal of theoretical and applied finance 2 (1999) 4, pp. 381-407
Persistent link: https://www.econbiz.de/10001438710
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A general methodology to price and hedge derivatives in incomplete markets
Aurell, Erik (contributor) - In: International journal of theoretical and applied finance 3 (2000) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10001488345
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Mean-reverting stochastic volatility
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, … - In: International journal of theoretical and applied finance 3 (2000) 1, pp. 101-142
Persistent link: https://www.econbiz.de/10001488358
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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://www.econbiz.de/10001236669
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An explicit formula for option pricing in discrete incomplete markets
Wolczyńska, Grażyna - In: International journal of theoretical and applied finance 1 (1998) 2, pp. 283-288
Persistent link: https://www.econbiz.de/10001240153