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Volatility
Option pricing theory
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incomplete markets
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English
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Henderson, Vicky
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Hobson, David G.
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Howison, Sam
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Kluge, Tino
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Mathematical finance
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Applied mathematical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of derivatives research
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ECONIS (ZBW)
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1
Analytical comparisons of option prices in stochastic volatility models
Henderson, Vicky
-
2002
Persistent link: https://www.econbiz.de/10009581661
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2
Analytical comparisons of option prices in stochastic volatility models
Henderson, Vicky
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 49-59
Persistent link: https://www.econbiz.de/10002582917
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3
Passport options with stochastic volatility
Henderson, Vicky
;
Hobson, David G.
- In:
Applied mathematical finance
8
(
2001
)
2
,
pp. 97-118
Persistent link: https://www.econbiz.de/10001628628
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4
A comparison of option prices under different pricing measures in a stochastic volatility model with correlation
Henderson, Vicky
;
Hobson, David G.
;
Howison, Sam
; …
- In:
Review of derivatives research
8
(
2005
)
1
,
pp. 5-25
Persistent link: https://www.econbiz.de/10002975937
Saved in:
5
A comparison of q-optimal option prices in a stochastic volatility model with correlation
Henderson, Vicky
;
Hobson, David G.
;
Howison, Sam
; …
-
2003
Persistent link: https://www.econbiz.de/10009581657
Saved in:
6
Coupling and option price comparisons in a jumb-diffusion model
Henderson, Vicky
;
Hobson, David G.
-
2002
Persistent link: https://www.econbiz.de/10009581663
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