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1
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1
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ECONIS (ZBW)
98
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1
A pricing formula for delayed claims : appreciating the past to value the future
Biffis, Enrico
;
Goldys, Beniamin
;
Prosdocimi, Cecilia
; …
- In:
Mathematics and financial economics
17
(
2023
)
2
,
pp. 175-202
Persistent link: https://www.econbiz.de/10014328919
Saved in:
2
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
3
Implied volatility smoothing at COVID-19 times
Vitali, Sebastiano
;
Kopa, Miloš
;
Giana, Gabriele
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10014393376
Saved in:
4
On a robust estimation of option-implied interest rates and dividend yields
Kamau, Muoria
;
Mwaniki, Ivivi Joseph
- In:
Cogent economics & finance
11
(
2023
)
2
,
pp. 1-20
In this paper, a simple
no-arbitrage
methodology to estimate option-implied interest rates and dividend yields …
Persistent link: https://www.econbiz.de/10014501256
Saved in:
5
Term structure modeling under volatility uncertainty
Hölzermann, Julian
- In:
Mathematics and financial economics
16
(
2022
)
2
,
pp. 317-343
Persistent link: https://www.econbiz.de/10013167938
Saved in:
6
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
7
Financial market disruption and investor awareness : the case of implied volatility skew
Siddiqi, Hammad
- In:
Quantitative finance and economics
6
(
2022
)
3
,
pp. 505-517
Persistent link: https://www.econbiz.de/10013499509
Saved in:
8
A semi-closed form approximation of arbitrage‑free call option price surface
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
63
(
2024
)
4
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10014549032
Saved in:
9
No-arbitrage
conditions and pricing from discrete-time to continuous-time strategies
Cherif, Dorsaf
;
Lépinette, Emmanuel
- In:
Annals of finance
19
(
2023
)
2
,
pp. 141-168
Persistent link: https://www.econbiz.de/10014326684
Saved in:
10
Model-free weak
no-arbitrage
and superhedging under transaction costs beyond efficient friction
Ryom, Songchol
;
Ri, Inchol
- In:
International journal of theoretical and applied …
26
(
2023
)
6/7
,
pp. 1-42
Persistent link: https://www.econbiz.de/10014500254
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