Narrow search
Showing 1 - 10 of 12
Cover Image
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
Cover Image
Reversing the negative skewness of value portfolios with power-log optimization and options, produces smaller drawdowns and higher risk-adjusted returns
Kale, Jivendra K.; Lim, Tee - In: International journal of financial engineering 6 (2019) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10012028870
Cover Image
Convergence of a highly accurate quasi-interpolation method for options pricing
Zhang, Shengliang - In: International journal of financial engineering 4 (2017) 4, pp. 1-13
Persistent link: https://www.econbiz.de/10011807106
Cover Image
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
Cover Image
A fundamental approach to corporate bond options
Simozar, Saied - In: International journal of financial engineering 11 (2024) 2, pp. 1-30
Persistent link: https://www.econbiz.de/10014574997
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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