The following pages link to Friedrich Hubalek (Q535465):
Displaying 22 items.
- On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
- A convergent series representation for the density of the supremum of a stable process (Q638247) (← links)
- Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE (Q868314) (← links)
- Variance-optimal hedging for processes with stationary independent increments (Q997954) (← links)
- Probability measures, Lévy measures and analyticity in time (Q1002550) (← links)
- On the variance of the internal path length of generalized digital trees -- the Mellin convolution approach (Q1575544) (← links)
- On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps (Q2389225) (← links)
- When Does Convergence of Asset Price Processes Imply Convergence of Option Prices? (Q2707197) (← links)
- Asymptotic analysis and explicit estimation of a class of stochastic volatility models with jumps using the martingale estimating function approach (Q2843840) (← links)
- Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes (Q2904873) (← links)
- Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models (Q3019508) (← links)
- QUADRATIC HEDGING FOR THE BATES MODEL (Q3502983) (← links)
- THE LIMITATIONS OF NO-ARBITRAGE ARGUMENTS FOR REAL OPTIONS (Q3523578) (← links)
- Optimal expected exponential utility of dividend payments in a Brownian risk model (Q3608218) (← links)
- A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL (Q4419305) (← links)
- Geometric Asian option pricing in general affine stochastic volatility models with jumps (Q4555113) (← links)
- A multivariate view of random bucket digital search trees (Q4799525) (← links)
- Asymptotics of some generalized Mathieu series (Q5135274) (← links)
- Esscher transforms and the minimal entropy martingale measure for exponential Lévy models (Q5484637) (← links)
- (Q5856820) (← links)
- Convergence of optimal expected utility for a sequence of binomial models (Q6054382) (← links)
- On Properties of the MixedTS Distribution and Its Multivariate Extension (Q6086599) (← links)
