Fast and realistic European ARCH option pricing and hedging

By Zumbach Gilles  

Quantitative Finance, Vol. 13, Iss. 5, 2013-05 ,pp. : 713-728

Routledge Ltd

Access to resources Recommend Favorite

Using relative returns to accommodate fat-tailed innovations in processes and option pricing

By O'Neil Cathy  

Quantitative Finance, Vol. 13, Iss. 8, 2013-08 ,pp. : 1185-1197

Routledge Ltd

Access to resources Recommend Favorite

Stochastic volatility and option pricing

By Gkamas D.  

Quantitative Finance, Vol. 1, Iss. 3, 2001-03 ,pp. : 292-297

Routledge Ltd

Access to resources Recommend Favorite

A review of volatility and option pricing

By Mitra Sovan  

International Journal of Financial Markets and Derivatives, Vol. 2, Iss. 3, 2011-09 ,pp. : 149-179

Inderscience Publishers

Access to resources Recommend Favorite

Pragmatic insurance option pricing

By Holtan Jon  

Scandinavian Actuarial Journal, Vol. 2007, Iss. 1, 2007-01 ,pp. : 53-70

Taylor & Francis Ltd

Access to resources Recommend Favorite