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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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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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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
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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
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Coupling and option price comparisons in a jumb-diffusion model
Henderson, Vicky; Hobson, David G. - 2002
Persistent link: https://www.econbiz.de/10009581663