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~isPartOf:"Finance research letters"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Azzone, Michele"
~person:"Cheng, Yingmei"
~person:"Escobar, Marcos"
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Azzone, Michele
Cheng, Yingmei
Escobar, Marcos
Brigo, Damiano
6
Benth, Fred Espen
5
Jeanblanc, Monique
4
Pallavicini, Andrea
4
Bielecki, Tomasz R.
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Capriotti, Luca
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Finance research letters
International journal of theoretical and applied finance
Journal of banking & finance
2
The journal of computational finance
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1
International journal of financial markets and derivatives
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Journal of economic dynamics & control
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1
Synthetic forwards and cost of funding in the equity derivative market
Azzone, Michele
;
Baviera, Roberto
- In:
Finance research letters
41
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013336152
Saved in:
2
Stochastic volatility models for the implied correlation index : evidence, properties and pricing
Escobar, Marcos
;
Lin, Fang
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438998
Saved in:
3
Pricing two-asset barrier options under stochastic correlation via perturbation
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403748
Saved in:
4
Single stock futures : listing selection and trading volume
Ang, James S.
;
Cheng, Yingmei
- In:
Finance research letters
2
(
2005
)
1
,
pp. 30-40
Persistent link: https://www.econbiz.de/10002685722
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