Narrow search
Showing 1 - 10 of 124
Cover Image
On the pricing of vulnerable Parisian options
Liu, Zheng; Li, Dongchen; Qian, Linyi; Yao, Jing - In: Finance research letters 68 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10015063624
Cover Image
A unified tree approach for options pricing under stochastic volatility models
Lo, C. C.; Nguyen, Duy; Skindilias, K. - In: Finance research letters 20 (2017), pp. 260-268
Persistent link: https://www.econbiz.de/10011806944
Cover Image
Robust estimation of skewness and kurtosis in distributions with infinite higher moments
Bonato, Matteo - In: Finance research letters 8 (2011) 2, pp. 77-87
Persistent link: https://www.econbiz.de/10009301294
Cover Image
Some properties of subjective probabilities induced by optimal expectations
Iwaki, Hideki; Osaki, Yusuke - In: Finance research letters 7 (2010) 2, pp. 98-102
Persistent link: https://www.econbiz.de/10009272768
Cover Image
Optimization of multi-period portfolio model after fitting best distribution
Kamali, Rezvan; Mahmoodi, Safieh; Jahandideh, Mohammad-Taghi - In: Finance research letters 30 (2019), pp. 44-50
Persistent link: https://www.econbiz.de/10012420187
Cover Image
Multi-period portfolio optimization under probabilistic risk measure
Sun, Yufei; Aw, Grace; Teo, Kok Lay; Zhu, Yanjian; … - In: Finance research letters 18 (2016), pp. 60-66
Persistent link: https://www.econbiz.de/10011656525
Cover Image
Almost stochastic dominance for risk averters and risk seeker
Guo, Xu; Wong, Wing Keung; Zhu, Lixing - In: Finance research letters 19 (2016), pp. 15-21
Persistent link: https://www.econbiz.de/10011657429
Cover Image
Recovering election winner probabilities from stock prices
Hanke, Michael; Stöckl, Sebastian; Weissensteiner, Alex - In: Finance research letters 45 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10014575493
Cover Image
Moment conditions for fractional degree stochastic dominance
Wang, Hongxia; Zhou, Lin; Dai, Peng-Fei; Xiong, Xiong - In: Finance research letters 49 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013479652
Cover Image
Joint extreme risk of energy prices-evidence from European energy markets
Sun, Yiqun; Ji, Hao; Cai, Xiurong; Li, Jiangchen - In: Finance research letters 56 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014473608