Sgarra, Carlo

Network Lab View Statistics Email Alert RSS Feed

Profile Profil

Full name Familienname, Vorname
Sgarra, Carlo
 

Own Publications Eigene Publikationen

Results 1-4 of 4 (Search time: 0.006 seconds).

PreviewAuthors / EditorsTitleTypeIssue Date
1Hubalek, Friedrich ; Keller-Ressel, Martin ; Sgarra, Carlo Geometric Asian option pricing in general affine stochastic volatility models with jumpsArtikel Article2017
2Hubalek, Friedrich ; Sgarra, Carlo On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumpsArtikel Article2011
3Hubalek, Friedrich ; Sgarra, Carlo On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumpsArtikel Article2009
4Hubalek, Friedrich ; Sgarra, Carlo Esscher transforms and the minimal entropy martingale measure for exponential Levy modelsArtikel Article2006