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Publication Search Results
Exact matches for:
- Author = Baldeaux J
1.
Baldeaux J, Badran A
Jan Baldeaux and Alexander Badran:
Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model,
Applied Mathematical Finance,
21
(2014),
no. 4,
229–312.
2.
Baldeaux J, Rutkowski M
J Baldeaux and M Rutkowski:
Static replication of forward-start claims and realized variance swaps,
Applied Mathematical Finance,
17
(2010),
99–131.
| Number of matches: 2 |