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Monotonicity of prices in Heston model
Aly, Sidi Mohamed Ould - In: International journal of theoretical and applied finance 16 (2013) 3, pp. 1-23
Persistent link: https://www.econbiz.de/10009756039
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Market making and portfolio liquidation under uncertainty
Nyström, Kaj; Aly, Sidi Mohamed Ould; Zhang, Changyong - In: International journal of theoretical and applied finance 17 (2014) 5, pp. 1-33
Persistent link: https://www.econbiz.de/10010437189