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Foreign currency bubbles
Jarrow, Robert; Protter, Philip - In: Review of Derivatives Research 14 (2011) 1, pp. 67-83
Persistent link: https://www.econbiz.de/10008926019
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The β-variance gamma model
Schoutens, Wim; Damme, Geert - In: Review of Derivatives Research 14 (2011) 3, pp. 263-282
Persistent link: https://www.econbiz.de/10009327367
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Option pricing and hedging under a stochastic volatility Lévy process model
Kim, Young; Fabozzi, Frank; Lin, Zuodong; Rachev, Svetlozar - In: Review of Derivatives Research 15 (2012) 1, pp. 81-97
Persistent link: https://www.econbiz.de/10010867545