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Publications by Henrik Rasmussen
An Option Pricing Formula for the GARCH Diffusion Model
Computational Statistics and Data Analysis
Statistics
Probability
Applied Mathematics
Computational Theory
Computational Mathematics
Mathematics
Pco2in the Large Intestine of Mice, Rats, Guinea Pigs, and Dogs and Effects of the Dietary Substrate
Journal of Applied Physiology
Medicine
Physiology
Sports Science
Related publications
Stochastic Volatility Jump-Diffusion Model for Option Pricing
Journal of Mathematical Finance
Dynamic Option Pricing Model Based on the Realized-Garch-Nig Approach
Open Journal of Social Sciences
Option Pricing Under Sign RCA-GARCH Models
Dynamic Econometric Models
GARCH Option Pricing Models With Meixner Innovations
Review of Derivatives Research
Economics
Econometrics
Finance
GARCH Option Pricing Models and the Variance Risk Premium
Journal of Risk and Financial Management
Cliquet Option Pricing in a Jump-Diffusion Lévy Model
Modern Stochastics: Theory and Applications
Modeling
Statistics
Uncertainty
Probability
Simulation
Option Pricing Under a Double Exponential Jump Diffusion Model
SSRN Electronic Journal
An Empirical Study on Asymmetric Jump Diffusion for Option and Annuity Pricing
PLoS ONE
Multidisciplinary
Pricing Option CGMY Model
IOSR Journal of Mathematics
