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The impact of skew on the pricing of CoCo bonds
De Spiegeleer, Jan; Forys, Monika B.; Marquet, Ine; … - In: International journal of financial engineering 4 (2017) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10011673124
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A mean bound financial model and options pricing
Li, Yu - In: International journal of financial engineering 4 (2017) 4, pp. 1-31
Persistent link: https://www.econbiz.de/10011807105
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Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili; Shen, Jiaqi; Zhao, Liheng; Qin, Haoyang; … - In: International journal of financial engineering 7 (2020) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
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Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.; Zhu, Anyi - In: International journal of financial engineering 5 (2018) 1, pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
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A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan; Radoičić, Radoš - In: International journal of financial engineering 3 (2016) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
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Fast generation of implied volatility surface : optimize the traditional numerical analysis and machine learning
Yen, Jerome; Chen, Bangren; Wu, KangZahng; Yen, Joseph - In: International journal of financial engineering 8 (2021) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10012662246
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Liquidity-free implied volatilities : an approach using conic finance
Michielon, Matteo; Khedher, Asma; Spreij, Peter - In: International journal of financial engineering 8 (2021) 4, pp. 1-27
Persistent link: https://www.econbiz.de/10012815112
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An exact and explicit implied volatility inversion formula
Xia, Yuxuan; Cui, Zhenyu - In: International journal of financial engineering 5 (2018) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10011923068
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Pólya-based approximation for the ATM-forward implied volatility
Matić, Ivan; Radoičić, Radoš; Stefanica, Dan - In: International journal of financial engineering 4 (2017) 2/3, pp. 1-15
Persistent link: https://www.econbiz.de/10011778274
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Symbolic regression-based adaptive generation of implied volatility
Yen, Joseph; Qi, Yuan Yuan; Wong, Seng Fat; Zhou, Jiantao - In: International journal of financial engineering 9 (2022) 3, pp. 2250018-1-2250018-27
Persistent link: https://www.econbiz.de/10013367616