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It's not now or never : implications of investment timing and risk aversion on climate adaptation to extreme events
Truong, Chi; Trück, Stefan - In: European journal of operational research : EJOR 253 (2016) 3, pp. 856-868
Persistent link: https://www.econbiz.de/10011494108
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Convenience yields and risk premiums in the EU-ETS-evidence from the Kyoto commitment period
Trück, Stefan; Weron, Rafał - In: The journal of futures markets 36 (2016) 6, pp. 587-611
Persistent link: https://www.econbiz.de/10011568460
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Managing risks from climate impacted hazards : the value of investment flexibility under uncertainty
Truong, Chi; Trück, Stefan; Mathew, Supriya - In: European journal of operational research : EJOR 269 (2018) 1, pp. 132-145
Persistent link: https://www.econbiz.de/10011864223
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Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Econometric reviews 40 (2021) 3, pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
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A natural disasters index
Mahanama, Thilini; Shirvani, Abootaleb; Račev, Svetlozar T. - In: Environmental economics and policy studies : the … 24 (2022) 2, pp. 263-284
Persistent link: https://www.econbiz.de/10013199401
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Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.; Račev, Svetlozar T.; Shirvani, … - In: Applied economics 54 (2022) 14, pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
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Option pricing with greed and fear factor : the rational finance approach
Shirvani, Abootaleb; Fabozzi, Frank J.; Racheva-Iotova, … - In: The journal of derivatives : JOD 29 (2021) 2, pp. 77-119
Persistent link: https://www.econbiz.de/10012698127
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Option pricing in markets with informed traders
Hu, Yuan; Shirvani, Abootaleb; Stoyanov, Stoyan V.; … - In: International journal of theoretical and applied finance 23 (2020) 6, pp. 1-32
Persistent link: https://www.econbiz.de/10012496747
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Enhancing binomial and trinomial equity option pricing models
Kim, Young Shin; Stoyanov, Stoyan V.; Račev, Svetlozar T. - In: Finance research letters 28 (2019), pp. 185-190
Persistent link: https://www.econbiz.de/10012388304
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Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo; Račev, Svetlozar T.; … - In: Computational economics 51 (2018) 3, pp. 339-378
Persistent link: https://www.econbiz.de/10011963681