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| First Page | Document Content | |
|---|---|---|
 Investment Local volatility Heston model Volatility Option Stochastic volatility Risk-neutral measure Futures contract Jump process Mathematical finance Financial economics Finance |
| Introduction Duality – Statement Duality – Proof Hedging in markets with model ambiguity H. Mete SonerDocID: 1qoO7 - View Document |
| PRICING WITH SPLINES C. GOURIEROUX 1 and A. MONFORTDocID: 1pylH - View Document |
| 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 aDocID: 1p6wV - View Document |
| PRICING OPTIONS USING IMPLIED TREES: EVIDENCE FROM FTSE-100 OPTIONS KIAN GUAN LIM* DA ZHIDocID: 1oXGF - View Document |
| 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 sourcesDocID: 1oQmW - View Document |