Option pricing under Ornstein-Uhlenbeck stochastic volatility : a linear model

von Bormetti, Giacomo
Veröffentlicht in International journal of theoretical and applied finance (2010)

Smile from the past : a general option pricing framework with multiple volatility and leverage components

von Majewski, Adam A.
Veröffentlicht in Journal of econometrics (2015)

Multi-curve HJM modelling for risk management

von Sabelli, Chiara
Veröffentlicht in Quantitative finance (2018)

Impact of multiple curve dynamics in credit valuation adjustments under collateralization

von Bormetti, Giacomo
Veröffentlicht in Quantitative finance (2018)

A stylized model for long-run index return dynamics

von Angelini, Natascia
Veröffentlicht in International Conference on Nonlinear Economic Dynamics (9. : 2015 : Tokio) Essays in economic dynamics (2016)

Value matters : the long-run behavior of stock index returns

von Angelini, Natascia
Veröffentlicht in Review of economics & finance (2018)

A realized volatility approach to option pricing with continuous and jump variance components

von Alitab, Dario
Veröffentlicht in Decisions in economics and finance (2019)

Collective synchronization and high frequency systemic instabilities in financial markets

von Calcagnile, Lucio Maria
Veröffentlicht in Quantitative finance (2018)

Linear models for the impact of order flow on prices, I.: History dependent impact models

von Taranto, Damian Eduardo
Veröffentlicht in Quantitative finance (2018)

Linear models for the impact of order flow on prices, II.: The Mixture Transition Distribution model

von Taranto, Damian Eduardo
Veröffentlicht in Quantitative finance (2018)