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Economic Statistics, Econometrics, Business Informatics
Hits 1-3 within 3 documents
Solvable Local and Stochastic Volatility Models: Supersymmetric Methods in Option Pricing [journal article]
Source: Quantitative Finance, 7 (2007) 5. p.525-535
On Option Pricing Models in the Presence of Heavy Tails [journal article]
Source: Quantitative Finance, 7 (2007) 5. p.563-573
On the structure of Gaussian pricing models and Gaussian Markov functional models [journal article]
Source: Quantitative Finance, 7 (2007) 5. p.487-496