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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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Modeling default risk : a new structural approach
Yildirim, Yildiray - In: Finance research letters 3 (2006) 3, pp. 165-172
Persistent link: https://www.econbiz.de/10003374031
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The navigation of an iceberg : the optimal use of hidden orders
Esser, Angelika; Mönch, Burkhart - In: Finance research letters 4 (2007) 2, pp. 68-81
Persistent link: https://www.econbiz.de/10003477211
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Market symmetry in time-changed Brownian models
Barbachan, José Santiago Fajardo; Mordecki, Ernesto - In: Finance research letters 7 (2010) 1, pp. 53-59
Persistent link: https://www.econbiz.de/10003972394
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Investment option under CIR interest rates
Carmona, Julio; León Valle, Ángel Manuel - In: Finance research letters 4 (2007) 4, pp. 242-253
Persistent link: https://www.econbiz.de/10003702518
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A jump-diffusion approach to modelling vulnerable option pricing
Xu, Weidong; Xu, Weijun; Li, Hongyi; Xiao, Weilin - In: Finance research letters 9 (2012) 1, pp. 48-56
Persistent link: https://www.econbiz.de/10009575333
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Nonparametric estimation and testing of stochastic discount factor
Fang, Ying; Ren, Yun; Yuan, Yufei - In: Finance research letters 8 (2011) 4, pp. 196-205
Persistent link: https://www.econbiz.de/10009425853
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A sovereign risk index for the Eurozone based on stochastic dominance
Agliardi, Elettra; Pinar, Mehmet; Stengos, Thanasēs - In: Finance research letters 11 (2014) 4, pp. 375-384
Persistent link: https://www.econbiz.de/10011300439
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A generalised arbitrage-free Nelson-Siegel model : the impact of unspanned stochastic volatility
Chen, Rui; Du, Ke - In: Finance research letters 10 (2013) 1, pp. 41-48
Persistent link: https://www.econbiz.de/10009728597
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A common jump factor stochastic volatility model
Laurini, Márcio Poletti; Mauad, Roberto Baltieri - In: Finance research letters 12 (2015), pp. 2-10
Persistent link: https://www.econbiz.de/10011551744