Calibration of Stock Betas from Skews of Implied Volatilities

By Fouque Jean-Pierre   Kollman Eli  

Applied Mathematical Finance, Vol. 18, Iss. 2, 2011-04 ,pp. : 119-137

Routledge Ltd

Access to resources Recommend Favorite

Convergence of Utility Indifference Prices to the Superreplication Price: the Whole Real Line Case

By Carassus Laurence   Rásonyi Miklós  

Acta Applicandae Mathematicae, Vol. 96, Iss. 1-3, 2007-05 ,pp. : 119-135

Springer Publishing Company

Access to resources Recommend Favorite

Equivalent Black volatilities

By Hagan Patrick S.   Woodward Diana E.  

Applied Mathematical Finance, Vol. 6, Iss. 3, 1999-09 ,pp. : 147-157

Routledge Ltd

Access to resources Recommend Favorite

Forward indifference valuation of American options

By Leung Tim   Sircar Ronnie   Zariphopoulou Thaleia  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 84, Iss. 5-6, 2012-10 ,pp. : 741-770

Taylor & Francis Ltd

Access to resources Recommend Favorite

Indifference Pricing and Hedging for Volatility Derivatives

By Grasselli M. R.   Hurd T. R.  

Applied Mathematical Finance, Vol. 14, Iss. 4, 2007-09 ,pp. : 303-317

Routledge Ltd

Access to resources Recommend Favorite