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A parsimonious continous time model of equity index returns : (inferred from high frequency data)
Bedendo, Mascia; Hodges, Stewart D. - In: International journal of theoretical and applied finance 7 (2004) 8, pp. 997-1030
Persistent link: https://www.econbiz.de/10002476563
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Approximating Lévy processes with a view to option pricing
Crosby, John; Le Saux, Nolwenn; Mijatović, Aleksandar - In: International journal of theoretical and applied finance 13 (2010) 1, pp. 63-91
Persistent link: https://www.econbiz.de/10008860423
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On errors and bias of Fourier transform methods in quadratic term structure models
Boyarchenko, Nina; Levendorskij, Sergej Z. - In: International journal of theoretical and applied finance 10 (2007) 2, pp. 273-306
Persistent link: https://www.econbiz.de/10003441974
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Testing for random walk and structural breaks in hedge funds returns
Cerrato, Mario; Iannelli, Andrea - In: International journal of theoretical and applied finance 9 (2006) 3, pp. 341-358
Persistent link: https://www.econbiz.de/10003344293