Narrow search
Showing 1 - 5 of 5
Cover Image
Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
Dalang, Robert C.; Khoshnevisan, Davar; Nualart, Eulalia - In: Probability theory and related fields : continuation of … 144 (2009) 3/4, pp. 371-427
Persistent link: https://www.econbiz.de/10003841738
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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