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~isPartOf:"Documento de trabajo"
~isPartOf:"Finance a úvěr"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Finanzkrise"
~type:"article"
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Search: subject:"Stochastic Volatility"
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Documento de trabajo
Finance a úvěr
Journal of banking & finance
The North American journal of economics and finance : a journal of financial economics studies
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Variance swaps with double exponential Ornstein-Uhlenbeck
stochastic
volatility
Kim, See-Woo
;
Kim, Jeong-Hoon
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 149-169
Persistent link: https://www.econbiz.de/10012120223
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2
Pricing convertible bonds
Batten, Jonathan A.
;
Khaw, Karren Lee-Hwei
;
Young, Martin R.
- In:
Journal of banking & finance
92
(
2018
),
pp. 216-236
Persistent link: https://www.econbiz.de/10011964571
Saved in:
3
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
- In:
Journal of banking & finance
79
(
2017
),
pp. 74-94
Persistent link: https://www.econbiz.de/10011815138
Saved in:
4
The dynamics of sovereign credit default swaps and the evolution of the financial crisis in selected Central European economies
Kliber, Agata
- In:
Finance a úvěr
64
(
2014
)
4
,
pp. 330-350
Persistent link: https://www.econbiz.de/10010399918
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