Narrow search
Showing 1 - 5 of 5
Cover Image
Volatility estimation with price quanta
Rogers, Leonard C. G. - In: Mathematical finance : an international journal of … 8 (1998) 3, pp. 277-290
Persistent link: https://www.econbiz.de/10001245919
Cover Image
Volatility forecasting in a tick data model
Rogers, Leonard C. G. - In: Forecasting volatility in the financial markets, (pp. 295-299). 2007
Persistent link: https://www.econbiz.de/10003872998
Cover Image
Complete models with stochastic volatility
Hobson, David G. - In: Mathematical finance : an international journal of … 8 (1998) 1, pp. 27-48
Persistent link: https://www.econbiz.de/10001240799
Cover Image
Can the implied volatitlity surface move by parallel shifts?
Rogers, Leonard C. G.; Tehranchi, M. R. - In: Finance and stochastics 14 (2010) 2, pp. 235-248
Persistent link: https://www.econbiz.de/10003951506
Cover Image
An asset return model capturing stylized facts
Rogers, Leonard C. G.; Zhang, Liang - In: Mathematics and financial economics 5 (2011) 2, pp. 101-119
Persistent link: https://www.econbiz.de/10009315539