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Heston
Optionspreistheorie
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Lorig, Matthew
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Agarwal, Ankush
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Pagliarani, Stefano
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Pascucci, Andrea
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Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative finance
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ECONIS (ZBW)
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Explicit implied volatilities for multifactor local-stochastic volatility models
Lorig, Matthew
;
Pagliarani, Stefano
;
Pascucci, Andrea
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 926-960
Persistent link: https://www.econbiz.de/10011764989
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2
Indifference prices and implied volatilities
Lorig, Matthew
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 372-408
Persistent link: https://www.econbiz.de/10011969157
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3
The implied Sharpe ratio
Agarwal, Ankush
;
Lorig, Matthew
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 1009-1026
Persistent link: https://www.econbiz.de/10012262655
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