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~isPartOf:"Applied mathematical finance"
~isPartOf:"International review of financial analysis"
~isPartOf:"The journal of fixed income"
~person:"Ahmad, Wasim"
~person:"Sircar, Kaushik Ronnie"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Ahmad, Wasim
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Applied mathematical finance
International review of financial analysis
The journal of fixed income
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Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets
Ahmad, Wasim
;
Mishra, Anil V.
;
Daly, Kevin Edward
- In:
International review of financial analysis
59
(
2018
),
pp. 117-133
Persistent link: https://www.econbiz.de/10012006930
Saved in:
2
Stochastic volatility, smile & asymptotics
Sircar, Kaushik Ronnie
;
Papanicolaou, George
- In:
Applied mathematical finance
6
(
1999
)
2
,
pp. 107-145
Persistent link: https://www.econbiz.de/10001449244
Saved in:
3
General black-scholes models accounting for increased market volatility from hedging strategies
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
5
(
1998
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10001238442
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