STOCHASTIC VOLATILITY MODELS AND THE PRICING OF VIX OPTIONS.
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- Mathematical Finance, 2013, v. 23, n. 3, p. 439, doi. 10.1111/j.1467-9965.2011.00506.x
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- Article
Works matching IS 09601627 AND DT 2013 AND VI 23 AND IP 3
Results: 7
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THE EFFECT OF ESTIMATION IN HIGH-DIMENSIONAL PORTFOLIOS.
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- Mathematical Finance, 2013, v. 23, n. 3, p. 531, doi. 10.1111/j.1467-9965.2011.00505.x
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- Article
3
FAST MONTE CARLO GREEKS FOR FINANCIAL PRODUCTS WITH DISCONTINUOUS PAY-OFFS.
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- Mathematical Finance, 2013, v. 23, n. 3, p. 459, doi. 10.1111/j.1467-9965.2011.00509.x
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- Article
4
MULTIPLICATIVE APPROXIMATION OF WEALTH PROCESSES INVOLVING NO-SHORT-SALES STRATEGIES VIA SIMPLE TRADING.
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- Mathematical Finance, 2013, v. 23, n. 3, p. 579, doi. 10.1111/j.1467-9965.2011.00511.x
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- Article
5
BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES.
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- Mathematical Finance, 2013, v. 23, n. 3, p. 560, doi. 10.1111/j.1467-9965.2011.00508.x
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- Article
6
EQUITY CORRELATIONS IMPLIED BY INDEX OPTIONS: ESTIMATION AND MODEL UNCERTAINTY ANALYSIS.
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- Mathematical Finance, 2013, v. 23, n. 3, p. 496, doi. 10.1111/j.1467-9965.2011.00503.x
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- Publication type:
- Article
7
A STRUCTURAL RISK-NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES.
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- Mathematical Finance, 2013, v. 23, n. 3, p. 387, doi. 10.1111/j.1467-9965.2011.00507.x
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- Publication type:
- Article