Option Pricing in Stochastic Volatility Models of the Ornstein-Uhlenbeck type.
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- Mathematical Finance, 2003, v. 13, n. 4, p. 445, doi. 10.1111/1467-9965.t01-1-00175
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- Article
Works matching IS 09601627 AND DT 2003 AND VI 13 AND IP 4
Results: 4
1
2
Nonconvergence in the Variation of the Hedging Strategy of a European Call Option.
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- Mathematical Finance, 2003, v. 13, n. 4, p. 467, doi. 10.1111/1467-9965.t01-1-00176
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- Publication type:
- Article
3
A Dynamic Investment Model with Control on the Portfolio's Worst Case Outcome.
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- Mathematical Finance, 2003, v. 13, n. 4, p. 481, doi. 10.1111/1467-9965.t01-1-00177
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- Publication type:
- Article
4
Pricing Discrete European Barrier Options Using Lattice Random Walks.
- Published in:
- Mathematical Finance, 2003, v. 13, n. 4, p. 503, doi. 10.1111/1467-9965.t01-1-00178
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- Publication type:
- Article