2009 | ||
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2 | 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 | ||
1 | 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) |
1 | Henryk Gzyl | [1] [2] |
2 | Enrique ter Horst | [1] [2] |
3 | Abel Rodriguez | [2] |