Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,General Mathematics,Statistics and Probability
Reference5 articles.
1. J. Hull and A. White, “The pricing of options on assets with stochastic volatility,” J. Finance, XLII, No. 2, 281–300 (1987).
2. D. Neuenschwander, “On the uniqueness problem for continuous convolution semigroups of probability measures on simply connected nilpotent Lie groups,” Publ. Math. Debrecen, 53, No. 3–4, 415–422 (1998).
3. D. Neuenschwander, “On option pricing in models driven by iterated integrals of Brownian motions,” Mitt. SAV, 1, 35–39 (2000).
4. D. Neuenschwander, “Retrieval of Black–Scholes and generalized Erlang models by perturbed observations at a fixed time,” Insur. Math. Econ., 42, No. 1, 453–458 (2008).
5. D. Neuenschwander, “Uniqueness of embedding of gaussian probability measures into a continuous convolution semigroup on simply connected nilpotent Lie groups,” C. R., Math., Acad. Sci. Paris, 346, No. 15–16, 887–892 (2008).