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~institution:"International Center for Financial Asset Management and Engineering"
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International Center for Financial Asset Management and Engineering
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A simple calibration procedure of stochastic volatility models with jumps by short term asymptotics
Medvedev, Alexey
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864584
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Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias
(
contributor
); …
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001863914
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3
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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4
Irreversible investment with regime shifts
Guo, Xin
(
contributor
);
Miao, Jianjun
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865012
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5
Start-ups defined as portfolios of embedded options
Botteron, Pascal
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791456
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6
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
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2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790927
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