1![Introduction Duality – Statement Duality – Proof Hedging in markets with model ambiguity H. Mete Soner Introduction Duality – Statement Duality – Proof Hedging in markets with model ambiguity H. Mete Soner](https://www.pdfsearch.io/img/95648945bf947dc50f201258c74b06c6.jpg) | Add to Reading ListSource URL: www.ccfz.chLanguage: English - Date: 2013-11-25 09:44:40
|
---|
2![PRICING WITH SPLINES C. GOURIEROUX 1 and A. MONFORT PRICING WITH SPLINES C. GOURIEROUX 1 and A. MONFORT](https://www.pdfsearch.io/img/3feb09cf9333f2d4a09a4e337cd49946.jpg) | Add to Reading ListSource URL: www.istfin.eco.usi.chLanguage: English - Date: 2009-01-27 08:16:48
|
---|
3![Research in International Business and Finance–251 Local and spillover shocks in implied market volatility: evidence for the U.S. and Germany Niklas Wagner a,∗ , Alexander Szimayer b a Research in International Business and Finance–251 Local and spillover shocks in implied market volatility: evidence for the U.S. and Germany Niklas Wagner a,∗ , Alexander Szimayer b a](https://www.pdfsearch.io/img/90867ea259da143ade7d198e2b3cee16.jpg) | Add to Reading ListSource URL: www.wiwi.uni-passau.deLanguage: English - Date: 2010-04-05 09:28:57
|
---|
4![PRICING OPTIONS USING IMPLIED TREES: EVIDENCE FROM FTSE-100 OPTIONS KIAN GUAN LIM* DA ZHI PRICING OPTIONS USING IMPLIED TREES: EVIDENCE FROM FTSE-100 OPTIONS KIAN GUAN LIM* DA ZHI](https://www.pdfsearch.io/img/fae3e4cf810e07697156aa2b0d6b3e47.jpg) | Add to Reading ListSource URL: www3.nd.eduLanguage: English - Date: 2008-06-18 10:37:34
|
---|
5![Option Pricing on Cash Mergers Victor H. Martinez, Ioanid Ro¸su and C. Alan Bester∗ September 30, 2009 Abstract When a cash merger is announced but not completed, there are two main sources Option Pricing on Cash Mergers Victor H. Martinez, Ioanid Ro¸su and C. Alan Bester∗ September 30, 2009 Abstract When a cash merger is announced but not completed, there are two main sources](https://www.pdfsearch.io/img/2f6c49218f7c13381fad8bfb7441015f.jpg) | Add to Reading ListSource URL: www.hec.unil.chLanguage: English - Date: 2010-01-22 04:26:14
|
---|
6![The Heston Stochastic-Local Volatility Model: Efficient Monte Carlo Simulation Anthonie W. van der Stoepb,c∗ Lech A. Grzelakb,c Cornelis W. Oosterleea,c The Heston Stochastic-Local Volatility Model: Efficient Monte Carlo Simulation Anthonie W. van der Stoepb,c∗ Lech A. Grzelakb,c Cornelis W. Oosterleea,c](https://www.pdfsearch.io/img/5acab99b2b2988521809a9135cbfed7f.jpg) | Add to Reading ListSource URL: ta.twi.tudelft.nlLanguage: English - Date: 2013-06-12 07:19:32
|
---|
7![Heston Stochastic Local Volatility Model Klaus Spanderen1 R/Finance 2016 University of Illinois, Chicago May 20-21, 2016 Heston Stochastic Local Volatility Model Klaus Spanderen1 R/Finance 2016 University of Illinois, Chicago May 20-21, 2016](https://www.pdfsearch.io/img/a4e94fa00de76985fd3c923326c925ca.jpg) | Add to Reading ListSource URL: www.rinfinance.comLanguage: English - Date: 2016-05-23 15:04:44
|
---|
8![DELFT UNIVERSITY OF TECHNOLOGY REPORTAn Equity-Interest Rate Hybrid Model With Stochastic Volatility And The Interest Rate Smile Lech A. Grzelak, Cornelis W. Oosterlee DELFT UNIVERSITY OF TECHNOLOGY REPORTAn Equity-Interest Rate Hybrid Model With Stochastic Volatility And The Interest Rate Smile Lech A. Grzelak, Cornelis W. Oosterlee](https://www.pdfsearch.io/img/5118caff3a51667d4dcabb69c1d6a07e.jpg) | Add to Reading ListSource URL: www.ewi.tudelft.nlLanguage: English - Date: 2011-05-11 08:16:58
|
---|
9![DELFT UNIVERSITY OF TECHNOLOGY REPORTIncorporating an Interest Rate Smile in an Equity Local Volatility Model L.A. Grzelak & N. Borovykh & S. van Weeren & C.W. Oosterlee DELFT UNIVERSITY OF TECHNOLOGY REPORTIncorporating an Interest Rate Smile in an Equity Local Volatility Model L.A. Grzelak & N. Borovykh & S. van Weeren & C.W. Oosterlee](https://www.pdfsearch.io/img/4a60e103b5b7abfc4e8da5d286db617f.jpg) | Add to Reading ListSource URL: www.ewi.tudelft.nlLanguage: English - Date: 2011-05-11 08:17:02
|
---|
10![Is the minimum value of an option on variance generated by local volatility? Mathias Beiglb¨ock∗, Peter Friz†and Stephan Sturm‡ January 22, 2010 Abstract Is the minimum value of an option on variance generated by local volatility? Mathias Beiglb¨ock∗, Peter Friz†and Stephan Sturm‡ January 22, 2010 Abstract](https://www.pdfsearch.io/img/c3cb2495828caf192861b0f7d55752a5.jpg) | Add to Reading ListSource URL: www.mat.univie.ac.atLanguage: English - Date: 2015-02-27 09:23:01
|
---|