Browsing by Subject Option Pricing
Showing results 1 to 2 of 2
| Issue Date | Title | Author(s) |
|---|---|---|
| Feb-1999 | Forecasting Multifractal Volatility | Calvet, Laurent; Fisher, Adlai |
| Jun-1997 | No-Arbitrage Option Pricing: New Evidence on the Validity of the Martingale Property | Brenner, Menachem; Eom, Young Ho |
Showing results 1 to 2 of 2