Works matching IS 09492984 AND DT 2009 AND VI 13 AND IP 2
Results: 5
Bias-correcting the realized range-based variance in the presence of market microstructure noise.
- Published in:
- Finance & Stochastics, 2009, v. 13, n. 2, p. 239, doi. 10.1007/s00780-009-0089-9
- By:
- Publication type:
- Article
Double-sided Parisian option pricing.
- Published in:
- Finance & Stochastics, 2009, v. 13, n. 2, p. 205, doi. 10.1007/s00780-009-0090-3
- By:
- Publication type:
- Article
Pricing options under stochastic volatility: a power series approach.
- Published in:
- Finance & Stochastics, 2009, v. 13, n. 2, p. 269, doi. 10.1007/s00780-008-0086-4
- By:
- Publication type:
- Article
Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets.
- Published in:
- Finance & Stochastics, 2009, v. 13, n. 2, p. 181, doi. 10.1007/s00780-008-0082-8
- By:
- Publication type:
- Article
Stein’s method and zero bias transformation for CDO tranche pricing.
- Published in:
- Finance & Stochastics, 2009, v. 13, n. 2, p. 151, doi. 10.1007/s00780-008-0084-6
- By:
- Publication type:
- Article