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Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
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1998
Persistent link: https://www.econbiz.de/10000993233
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2
Modular pricing of options : an application of Fourier analysis
Zhu, Jianwei
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2000
Persistent link: https://www.econbiz.de/10001499875
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3
Bayesian estimation of a stochastic volatility model using option and spot prices : application of a Bivariate Kalman Filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2003
Persistent link: https://www.econbiz.de/10001854495
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4
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
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2004
Persistent link: https://www.econbiz.de/10002479501
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5
Pricing American options in the Heston model : a close look on incorporating correlation
Ruckdeschel, Peter
;
Sayer, Tilman
;
Szimayer, Alexander
-
2011
Persistent link: https://www.econbiz.de/10009688311
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6
Quanto option pricing in the parsimonious Heston model
Dimitroff, Georgi
;
Szimayer, Alexander
;
Wagner, Andreas
-
2009
Persistent link: https://www.econbiz.de/10009688320
Saved in:
7
A parsimonious multi-asset Heston model : calibration and derivative pricing
Szimayer, Alexander
;
Dimitroff, Geogri
;
Lorenz, Stefan
-
2009
Persistent link: https://www.econbiz.de/10009688323
Saved in:
8
Uncertainties in energy markets and their consideration in energy storage evaluation
Keles, Dogan
-
2013
Persistent link: https://www.econbiz.de/10013447107
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