| 2009 |
|---|
| 4 | EE | Abel Rodriguez,
Henryk Gzyl,
German Molina,
Enrique ter Horst:
Stochastic Volatility Models Including Open, Close, High and Low Prices
CoRR abs/0901.1315: (2009) |
| 2007 |
|---|
| 3 | EE | Henryk Gzyl,
German Molina,
Enrique ter Horst:
Assessment and Propagation of Input Uncertainty in Tree-based Option Pricing Models
CoRR abs/0704.1768: (2007) |
| 2 | EE | Henryk Gzyl,
Enrique ter Horst:
Filtering Additive Measurement Noise with Maximum Entropy in the Mean
CoRR abs/0709.0509: (2007) |
| 2006 |
|---|
| 1 | EE | Henryk Gzyl,
Enrique ter Horst,
Samuel Malone:
Towards a Bayesian framework for option pricing
CoRR abs/cs/0610053: (2006) |
