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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
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Local stochastic volatility with jumps : analytical approximations
Pagliarani, Stefano
;
Pascucci, Andrea
- In:
International journal of theoretical and applied finance
16
(
2013
)
8
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010243616
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2
Time-changed fast mean-reverting stochastic volatility models
Lorig, Matthew
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1355-1383
Persistent link: https://www.econbiz.de/10009541992
Saved in:
3
Optimal liquidation under stochastic price impact
Barger, Weston
;
Lorig, Matthew
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012012935
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