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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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A modified stochastic volatility model based on Gamma Ornstein-Uhlenbeck process and option pricing
Mi, Yanhui - In: International journal of financial engineering 3 (2016) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10011577132
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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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Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa; Yuan, George; Guo, Shimin; Liu, Jianguo; … - In: International journal of financial engineering 2 (2015) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
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Negative interest rates effects on option pricing : back to basics?
Burro, Giacomo; Giribone, Pier Giuseppe; Ligato, Simone; … - In: International journal of financial engineering 4 (2017) 2/3, pp. 1-27
Persistent link: https://www.econbiz.de/10011778279
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On bank's risk incentives under deposit insurance system
Seta, Hiroki; Inoue, Hiroshi - In: International journal of financial engineering 6 (2019) 4, pp. 1-40
Persistent link: https://www.econbiz.de/10012314542
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Binomial tree method for option pricing : discrete Carr and Madan formula approach
Muroi, Yoshifumi; Saeki, Ryota; Suda, Shintaro - In: International journal of financial engineering 8 (2021) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10012662360
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Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd - In: International journal of financial engineering 10 (2023) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
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Bilateral multiple gamma returns : their risks and rewards
Madan, Dilip B.; Schoutens, Wim; Wang, King - In: International journal of financial engineering 7 (2020) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10012602702
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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