Narrow search
Showing 1 - 5 of 5
Cover Image
Pricing and hedging gap risk
Tankov, Peter - In: The journal of computational finance 13 (2009/10) 3, pp. 33-59
Persistent link: https://www.econbiz.de/10003971913
Cover Image
High-order approximations to call option prices in the Heston model
Gulisashvili, Archil; Lagunas-Merino, Marc; Merino, Raúl; … - In: The journal of computational finance 24 (2020) 1, pp. 83-102
Persistent link: https://www.econbiz.de/10012421960
Cover Image
Pricing and hedging gap risk
Tankov, Peter - In: The journal of computational finance 13 (2010) 3, pp. 33-61
Persistent link: https://www.econbiz.de/10008403084
Cover Image
Non-parametric calibration of jump-diffusion option pricing models
Cont, Rama; Tankov, Peter - In: The journal of computational finance 7 (2004) 3, pp. 1-49
Persistent link: https://www.econbiz.de/10002060727
Cover Image
Numerical methods for the quadratic hedging problem in Markov models with jumps
De Franco, Carmine; Tankov, Peter; Warin, Xavier - In: The journal of computational finance 19 (2015/2016) 2, pp. 29-67
Persistent link: https://www.econbiz.de/10011442638