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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
Papers / arXiv.org
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Most-likely-path in Asian option pricing under local voluntility models
Arguin, Louis-Pierre
;
Liu, Nien-Lin
;
Wang, Tai-Ho
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011903764
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2
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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3
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
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