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A generalization of the Hull and White formula with applications to option pricing approximation
Alòs, Elisa - In: Finance and stochastics 10 (2006) 3, pp. 353-365
Persistent link: https://www.econbiz.de/10003380015
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On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa (contributor); León, Jorge A. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003379784
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On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa; León, Jorge A.; Vives, Josep - In: Finance and stochastics 11 (2007) 4, pp. 571-589
Persistent link: https://www.econbiz.de/10003645538
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Special issue quantitative developments in financial volatility : theory and practice
Alòs, Elisa (ed.); Mancino, Maria Elvira (ed.);  … - 2019
Persistent link: https://www.econbiz.de/10012127325