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Moments Structure of l1-Stocha...
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ECONIS (ZBW)
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Moments structure of l 1-stochastic volatility models
Neto, David
;
Sardy, Sylvain
-
2009
Persistent link: https://www.econbiz.de/10003926961
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2
Transform-based evluation of prices and Greeks of lookback options driven by Lévy processes
Asghari, Naser M.
;
Mandjes, Michel
- In:
The journal of computational finance
20
(
2016
)
2
,
pp. 67-100
Persistent link: https://www.econbiz.de/10011656711
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On bid and ask pricing of European options via direct discretization of Choquet distorted expectations
Michielon, Matteo
- In:
Quantitative finance
24
(
2024
)
12
,
pp. 1729-1745
Persistent link: https://www.econbiz.de/10015196963
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Application of homotopy analysis method to option pricing under Lévy processes
Sakuma, Takayuki
;
Yamada, Yuji
- In:
Asia-Pacific financial markets
21
(
2014
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010358467
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A new type of barrier options : lizard option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
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Conic portfolio theory
Madan, Dilip B.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011523770
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Enhancing enterprise value by trading options
Madan, Dilip B.
;
Sharaiha, Yazid M.
- In:
The journal of investment strategies
6
(
2017
)
4
,
pp. 47-80
Persistent link: https://www.econbiz.de/10011771270
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Modeling share returns : an empirical study on the Variance Gamma model
Rathgeber, Andreas W.
;
Stadler, Johannes
;
Stöckl, Stefan
- In:
Journal of economics and finance
40
(
2016
)
4
,
pp. 653-682
Persistent link: https://www.econbiz.de/10011659065
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Pricing European options and risk measurement under exponential Lévy models : a practical guide
Salhi, Khaled
- In:
International journal of financial engineering
4
(
2017
)
2/3
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pp. 1-36
Persistent link: https://www.econbiz.de/10011777826
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Hedging insurance books
Carr, Peter
;
Madan, Dilip B.
;
Melamed, Michael
; …
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 364-373
Persistent link: https://www.econbiz.de/10011597326
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