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Local risk-minimization for Lévy markets
Arai, Takuji; Suzuki, Ryoichi - In: International journal of financial engineering 2 (2015) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
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Short maturity options for Azéma-Yor martingales
Zhu, Lingjiong - In: International journal of financial engineering 2 (2015) 4, pp. 1-32
Persistent link: https://www.econbiz.de/10011493322
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Stochastic volatility for utility maximizers : a martingale approach
Ellersgaard, Simon; Tegnér, Martin - In: International journal of financial engineering 5 (2018) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10011922965
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Pricing European options and risk measurement under exponential Lévy models : a practical guide
Salhi, Khaled - In: International journal of financial engineering 4 (2017) 2/3, pp. 1-36
Persistent link: https://www.econbiz.de/10011777826
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Optimal asset allocation for a bank under risk control
Perera, Ryle S.; Sato, Kimitoshi - In: International journal of financial engineering 5 (2018) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10011923030
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Who would invest only in the risk-free asset?
Azevedo, N.; Pinheiro, D.; Xanthopoulos, S. Z.; … - In: International journal of financial engineering 5 (2018) 3, pp. 1-14
Persistent link: https://www.econbiz.de/10011923046
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Dynamic mean variance asset allocation : tests for robustness
Forsyth, Peter A.; Vetzal, Kenneth R. - In: International journal of financial engineering 4 (2017) 2/3, pp. 1-37
Persistent link: https://www.econbiz.de/10011777889
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Revisiting variance gamma pricing : an application to S&P500 index options
Mozumder, Sharif; Sorwar, Ghulam; Dowd, Kevin - In: International journal of financial engineering 2 (2015) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10011333422
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An accumulator pricing method based on Fourier cosine series expansions
Ding, Deng; Wang, Wenfei - In: International journal of financial engineering 2 (2015) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10011333433
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Option pricing via radial basis functions : performance comparison with traditional numerical integration scheme and parameters choice for a reliable pricing
Giribone, Pier Giuseppe; Ligato, Simone - In: International journal of financial engineering 2 (2015) 2, pp. 1-30
Persistent link: https://www.econbiz.de/10011333436