海量图书期刊资源,随时随地畅享阅读乐趣
Regime-switching stochastic volatility model: estimation and calibration to VIX optionsGoutte, Stéphane; Ismail, Amine; Pham, Huyên · Applied Mathematical Finance · 2017
MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELSCorlay, Sylvain; Lebovits, Joachim; Véhel, Jacques Lévy · Mathematical Finance · 2014
GAME CALL OPTIONS REVISITEDYam, S. C. P.; Yung, S. P.; Zhou, W. · Mathematical Finance · 2014
Laplace transforms and American optionsMallier, Roland; Alobaidi, Ghada · Applied Mathematical Finance · 2000
Stock options as barrier contingent claimsEricsson, Jan; Reneby, Joel · Applied Mathematical Finance · 2003
On hedging in finite security marketsFlorio, Silvia; Runggaldier, Wolfgang J. · Applied Mathematical Finance · 1999
OPTIMAL EXECUTION HORIZONEasley, David; de Prado, Marcos Lopez; O'Hara, Maureen · Mathematical Finance · 2015
Arbitrage pricing with incomplete marketsBritten-Jones, Mark; Neuberger, Anthony · Applied Mathematical Finance · 1996
INTRODUCTIONGeman, Hélyette · Applied Mathematical Finance · 2008