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A Taylor formula to price and hedge European contingent claims
Mancino, Maria Elvira - In: International journal of theoretical and applied finance 4 (2001) 4, pp. 603-620
Persistent link: https://www.econbiz.de/10001600355
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Insider trading in a continuous time market model
Grorud, Axel - In: International journal of theoretical and applied finance 1 (1998) 3, pp. 331-347
Persistent link: https://www.econbiz.de/10001251051
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Financial market model with influential informed investors
Grorud, Axel; Pontier, Monique - In: International journal of theoretical and applied finance 8 (2005) 6, pp. 693-716
Persistent link: https://www.econbiz.de/10003133846
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Asymmetrical information and incomplete markets
Grorud, Axel; Pontier, Monique - In: International journal of theoretical and applied finance 4 (2001) 2, pp. 285-302
Persistent link: https://www.econbiz.de/10001578728
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Computation of volatility in stochastic volatility models with high frequency data
Barucci, Emilio; Mancino, Maria Elvira - In: International journal of theoretical and applied finance 13 (2010) 5, pp. 767-787
Persistent link: https://www.econbiz.de/10008904328