Stochastic Finance
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Published By Kluwer Academic Publishers

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Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Modelling electricity prices by the potential jump-diffusion

2006 ◽  
pp. 239-263 ◽  
Author(s):  
Svetlana Borovkova ◽  
Ferry Jaya Permana
Keyword(s):  
Jump Diffusion ◽  
Electricity Prices ◽  
Potential Jump

Completeness of a General Semimartingale Market under Constrained Trading

2006 ◽  
pp. 83-106 ◽  
Author(s):  
Tomasz R. Bielecki ◽  
Monique Jeanblanc° ◽  
Marek Rutkowski

Mortgage Valuation and Optimal Refinancing

2006 ◽  
pp. 183-196 ◽  
Author(s):  
Stanley R. Pliska
Keyword(s):  
Mortgage Valuation

scholarly journals Multipower Variation and Stochastic Volatility

2006 ◽  
pp. 73-82 ◽  
Author(s):  
Ole E. Barndorff-Nielsen ◽  
Neil Shephard
Keyword(s):  
Stochastic Volatility

scholarly journals Extremal behavior of stochastic volatility models

2006 ◽  
pp. 107-155 ◽  
Author(s):  
Vicky Fasen ◽  
Claudia Klüppelberg ◽  
Alexander Lindner
Keyword(s):  
Stochastic Volatility ◽  
Stochastic Volatility Models ◽  
Volatility Models ◽  
Extremal Behavior
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