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2014
Mark Option pricing for stochastic volatility models : Vol-of-Vol expansion
Aly, Sidi Mohamed ^LU (2014) In SIAM Journal on Financial Mathematics 5(1). p.729-752
- Contribution to journal › Article
2012
Mark General approximation schemes for option prices in stochastic volatility models
Larsson, Karl ^LU (2012) In Quantitative Finance 12(6). p.873-891
- Contribution to journal › Article
2011
Mark Risk Contagion among International Stock Markets
Asgharian, Hossein ^LU and Nossman, Marcus ^LU (2011) In Journal of International Money and Finance 30(1). p.22-38
- Contribution to journal › Article
2009
Mark Essays on Financial Risks and Derivatives with Applications to Electricity Markets and Credit Markets
Green, Rikard ^LU (2009) In Lund Economic Studies 158.
- Thesis › Doctoral thesis (compilation)
Mark Analytical Approximation of Contingent Claims
Larsson, Karl ^LU (2009) In Lund Economic Studies 156.
- Thesis › Doctoral thesis (compilation)
2008
Mark Markov Chain Monte Carlo Estimation of a Multi-Factor Jump Diffusion Model for Power Prices
Green, Rikard ^LU and Nossman, Marcus ^LU (2008) In Journal of Energy Markets 1(4). p.65-90
- Contribution to journal › Article
2006
Mark Jump Spillover in International Equity Markets
Asgharian, Hossein ^LU and Bengtsson, Christoffer ^LU (2006) In Journal of Financial Econometrics 4(2). p.167-203
- Contribution to journal › Article
Mark Applications of Bayesian Econometrics to Financial Economics
Bengtsson, Christoffer ^LU (2006) In Lund Economic Studies 135.
- Thesis › Doctoral thesis (compilation)
2000
Mark Essays on Financial Markets
Byström, Hans ^LU (2000) In Lund Economic Studies 91.
- Thesis › Doctoral thesis (compilation)
Mark Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market
Byström, Hans ^LU (2000) In Working Papers
- Working paper/Preprint › Working paper

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