3

A class of stochastic volatility models and the q -optimal martingale measure

Year:
2012
Language:
english
File:
PDF, 159 KB
english, 2012
4

Arithmetic Asian Options under Stochastic Delay Models

Year:
2011
Language:
english
File:
PDF, 442 KB
english, 2011
7

STOCHASTIC VOLATILITY

Year:
2002
Language:
english
File:
PDF, 229 KB
english, 2002
10

Stochastic volatility and the mean reverting process

Year:
2003
Language:
english
File:
PDF, 130 KB
english, 2003
21

A note on tamed Euler approximations

Year:
2013
Language:
english
File:
PDF, 186 KB
english, 2013