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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
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Nonrandom price movements
Madan, Dilip B.; Wang, King - In: Finance research letters 17 (2016), pp. 103-109
Persistent link: https://www.econbiz.de/10011596246
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On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter; Ewald, Christian-Oliver; Xiao, Yajun - In: Finance research letters 5 (2008) 3, pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
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Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie; Gray, Philip K. - In: Finance research letters 2 (2005) 1, pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
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Risky coupon bonds as a portfolio of zero-coupon bonds
Jarrow, Robert A. - In: Finance research letters 1 (2004) 2, pp. 100-105
Persistent link: https://www.econbiz.de/10003307257
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Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan; Shackleton, Mark B.; Taylor, Stephen; … - In: Applied economics letters 16 (2009) 10/12, pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
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Simpler proofs in finance and shout options
Ramprasath, L. - In: Applied economics letters 18 (2011) 1/3, pp. 173-178
Persistent link: https://www.econbiz.de/10009230145
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The instantaneous return and volatility of a covered call position
Edwards, Craig Steven - In: Applied economics letters 22 (2015) 13/15, pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
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Default probability anomalies in the momentum startegies
Lee, Nicholas Rueilin; Liu, Jung-Fang; Lin, Wei-Yu - In: Applied economics letters 21 (2014) 16/18, pp. 1206-1209
Persistent link: https://www.econbiz.de/10010465679
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Merton's portfolio problem under Volterra Heston model
Han, Bingyan; Wong, Hoi Ying - In: Finance research letters 39 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012805194