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Stock evolution under stochastic volatility : a discrete approach
Leisen, Dietmar - 1999
Persistent link: https://www.econbiz.de/10004551397
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Bounds on European option prices under stochastic volatility
Frey, Rüdiger; Sin, Carlos A. - 1997
Persistent link: https://www.econbiz.de/10004551538
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Continuous stochastic calculus with applications to finance
Meyer, Michael J. - 2001
Persistent link: https://www.econbiz.de/10004603048
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PDE and martingale methods in option pricing
Pascucci, Andrea - 2011
Persistent link: https://www.econbiz.de/10009386929
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Option pricing using subordinated and infinitely divisible return processes : an empirical analysis of the German DAX index options market
Rieken, Sascha - 1999 - 1. Aufl.
Persistent link: https://www.econbiz.de/10004601510
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Selected infinitely divisible distributions as models for financial return data unconditional fit and option pricing
Fischer, Matthias - In: Quantitative Finanzwirtschaft : Schriftenreihe zu …. 2002
Persistent link: https://www.econbiz.de/10004751183
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An empirical comparison of alternative stochastic volatility models
Belledin, Michael; Schlag, Christian - 1999 - Current version: June 1, 1999
Persistent link: https://www.econbiz.de/10004001222
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Messung und Prognose von Volatilitäten am Beispiel des DAX-Index
Sautter, Jörg - 1996 - 1. Aufl.
Persistent link: https://www.econbiz.de/10004305654
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Building a consistent pricing model from observed option prices
Laurent, Jean-Paul; Leisen, Dietmar - 1998
Persistent link: https://www.econbiz.de/10004551399
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Volatility and correlation : in the pricing of equity, FX and interest rate options
Rebonato, Riccardo - 1999
Persistent link: https://www.econbiz.de/10004599959