2

Option Pricing in Stochastic Volatility Models of the Ornstein-Uhlenbeck type

Year:
2003
Language:
english
File:
PDF, 190 KB
english, 2003
3

Sato Processes in Default Modelling

Year:
2010
Language:
english
File:
PDF, 358 KB
english, 2010
5

Orthogonal expansions for VIX options under affine jump diffusions

Year:
2017
Language:
english
File:
PDF, 884 KB
english, 2017