Wastenet

...May 2011, 693-709 On the valuation of fader and discrete barrier options in Heston's stochastic volatility model by Susanne Griebsch & Uwe Wystup [Downloadable!... (restricted)] 863-881 Nonlinearities in stochastic clocks: trades and volume as subordinators of electronic markets by Rafael Velasco-Fuentes & Wing Lon Ng [...and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models by Friedrich Hubalek & Petra Posedel [Downloadable!... (restricted)] 665-691 Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility by Alexander van Haastrecht & Antoon ...