Suchergebnisse für das Fachgebiet:
Allgemeines, spezielle Theorien und "Schulen", Methoden, Entwicklung und Geschichte der Wirtschaftswissenschaften
Ergebnisse 1-10 innerhalb von 25 Dokumenten
A Multifactor Volatility Heston Model [Zeitschriftenartikel]
Quelle: Quantitative Finance, 8 (2008) 6. S.591-604
Solvable Local and Stochastic Volatility Models: Supersymmetric Methods in Option Pricing [Zeitschriftenartikel]
Quelle: Quantitative Finance, 7 (2007) 5. S.525-535
Correlation Smile Matching for CDO Tranches with α Stable Distributions and Fitted Archimedan Copulas [Zeitschriftenartikel]
Quelle: Quantitative Finance, 9 (2009) 4. S.439-449
Esscher transforms and the minimal entropy martingale measure for exponential Lévy models [Zeitschriftenartikel]
Quelle: Quantitative Finance, 6 (2006) 2. S.125-145
Pricing Options with Green's Functions when Volatility, Interest Rate, and Barriers Depend on Time [Zeitschriftenartikel]
Quelle: Quantitative Finance, 8 (2008) 2. S.119-133
Optimal approximations of power-laws with exponentials: application to volatility models with long memory [Zeitschriftenartikel]
Quelle: Quantitative Finance, 7 (2007) 6. S.585-589
Least Squares Importance Sampling for Monte Carlo Security Pricing [Zeitschriftenartikel]
Quelle: Quantitative Finance, 8 (2008) 5. S.485-497
On Option Pricing Models in the Presence of Heavy Tails [Zeitschriftenartikel]
Quelle: Quantitative Finance, 7 (2007) 5. S.563-573
Asset Allocation Using Flexible Dynamic Correlation Models with Regime Switching [Zeitschriftenartikel]
Quelle: Quantitative Finance, 10 (2010) 3. S.325-338
Arbitrage-free smoothing of the implied volatility surface [Zeitschriftenartikel]
Quelle: Quantitative Finance, 9 (2009) 4. S.417-428