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Volume 28, Issue 6

Applied Mathematical Finance

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Applied Mathematical Finance, Volume 28, Issue 6 (2021)

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Applied Mathematical Finance, Volume 28, Issue 6 (2021)

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Research Article

Article

Expected Utility Theory on General Affine GARCH Models

Marcos Escobar-Anel, Ben Spies & Rudi Zagst

Pages: 477-507

Published online: 24 Jul 2022

AbstractforExpected Utility Theory on General Affine GARCH Models | Full Text | References | PDF (3.3 MB) | EPUB

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Article

On the Valuation of Discrete Asian Options in High Volatility Environments

Sascha Desmettre & Jörg Wenzel

Pages: 508-533

Published online: 21 Aug 2022

AbstractforOn the Valuation of Discrete Asian Options in High Volatility Environments | Full Text | References | PDF (2 MB) | EPUB

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Article

Semi-Robust Replication of Barrier-Style Claims on Price and Volatility

Peter Carr, Roger Lee & Matthew Lorig

Pages: 534-559

Published online: 15 Aug 2022

AbstractforSemi-Robust Replication of Barrier-Style Claims on Price and Volatility | Full Text | References | PDF (2.1 MB) | EPUB

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Applied Mathematical Finance (Vol.28, Iss.6, 2021)

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