A four-factor stochastic volatility model of commodity prices.
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- Review of Derivatives Research, 2017, v. 20, n. 2, p. 135, doi. 10.1007/s11147-016-9126-y
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Works matching IS 13806645 AND DT 2017 AND VI 20 AND IP 2
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Implied volatility and skewness surface.
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- Review of Derivatives Research, 2017, v. 20, n. 2, p. 167, doi. 10.1007/s11147-016-9127-x
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3
Rainbow trend options: valuation and applications.
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- Review of Derivatives Research, 2017, v. 20, n. 2, p. 91, doi. 10.1007/s11147-016-9125-z
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- Article