Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Monique Pontier
A Hull and White Formula for a General Stochastic Volatility Jump-Diffusion Model With Applications to the Study of the Short-Time Behavior of the Implied Volatility
SSRN Electronic Journal
Related publications
On the Short-Time Behavior of the Implied Volatility for Jump-Diffusion Models With Stochastic Volatility
Finance and Stochastics
Uncertainty
Statistics
Finance
Probability
A Hull and White Formula for a Stochastic Volatility Lévy Model With Infinite Activity
Communications on Stochastic Analysis
Statistics
Probability
Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility
SSRN Electronic Journal
Stochastic Volatility Jump-Diffusion Model for Option Pricing
Journal of Mathematical Finance
A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives
SSRN Electronic Journal
American Put Option Pricing for Stochastic-Volatility, Jump-Diffusion Models
Proceedings of the American Control Conference
Electronic Engineering
Electrical
Extension of Stochastic Volatility Equity Models With Hull-White Interest Rate Process
SSRN Electronic Journal
Implied and Local Volatilities Under Stochastic Volatility
International Journal of Theoretical and Applied Finance
Economics
Econometrics
Finance
A Gaussian Semi-Parametric Implied Volatility Model
Journal of Algorithms and Computational Technology
Computational Mathematics
Applied Mathematics
Numerical Analysis
