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Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing
Leung, Tim; Song, Qingshuo; Yang, Jie - In: Finance and stochastics 17 (2013) 4, pp. 839-870
Persistent link: https://www.econbiz.de/10010183833
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Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion
Choi, Jaehyuk; Kim, Kwangmoon; Kwak, Minsuk - In: Applied mathematical finance 16 (2009) 3-4, pp. 261-268
Persistent link: https://www.econbiz.de/10008336487
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Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion
Choi, Jaehyuk; Kim, Kwangmoon; Kwak, Minsuk - In: Applied mathematical finance 16 (2009) 3, pp. 261-268
Persistent link: https://www.econbiz.de/10008269396