Extreme-strike asymptotics for general Gaussian stochastic volatility models.
- Published in:
- Annals of Finance, 2019, v. 15, n. 1, p. 59, doi. 10.1007/s10436-018-0338-z
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- Article
Works matching IS 16142446 AND DT 2019 AND VI 15 AND IP 1
Results: 5
1
2
Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics.
- Published in:
- Annals of Finance, 2019, v. 15, n. 1, p. 1, doi. 10.1007/s10436-018-0336-1
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- Article
3
Endogenous heterogeneity in duopoly with deterministic one-way spillovers.
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- Annals of Finance, 2019, v. 15, n. 1, p. 103, doi. 10.1007/s10436-018-0329-0
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- Article
4
Conic asset pricing and the costs of price fluctuations.
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- Annals of Finance, 2019, v. 15, n. 1, p. 29, doi. 10.1007/s10436-018-0328-1
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- Publication type:
- Article
5
Vanishing central bank intervention in stochastic impulse control.
- Published in:
- Annals of Finance, 2019, v. 15, n. 1, p. 125, doi. 10.1007/s10436-018-0327-2
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- Publication type:
- Article