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Zeitschrift

Finance and Stochastics

Finance and Stochastics 3/2020

Ausgabe 3/2020

Inhaltsverzeichnis ( 7 Artikel )

18.05.2020 | Ausgabe 3/2020

Conditional Davis pricing

Kasper Larsen, Halil Mete Soner, Gordan Žitković

04.06.2020 | Ausgabe 3/2020 Open Access

Adapted Wasserstein distances and stability in mathematical finance

Julio Backhoff-Veraguas, Daniel Bartl, Mathias Beiglböck, Manu Eder

12.06.2020 | Ausgabe 3/2020

Option valuation and hedging using an asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations

Emmanuel Gobet, Isaque Pimentel, Xavier Warin

04.06.2020 | Ausgabe 3/2020

A splitting strategy for the calibration of jump-diffusion models

Vinicius V. L. Albani, Jorge P. Zubelli

05.06.2020 | Ausgabe 3/2020

Realised volatility and parametric estimation of Heston SDEs

Robert Azencott, Peng Ren, Ilya Timofeyev

08.05.2020 | Ausgabe 3/2020 Open Access

Fast mean-reversion asymptotics for large portfolios of stochastic volatility models

Ben Hambly, Nikolaos Kolliopoulos

18.05.2020 | Ausgabe 3/2020

Time reversal and last passage time of diffusions with applications to credit risk management

Masahiko Egami, Rusudan Kevkhishvili

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