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International journal of financial engineering
Robert H. Smith School Research Paper
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International journal of theoretical and applied finance
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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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Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël
;
Dhaene, Jan
;
Schoutens, Wim
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011333475
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Contingent conversion convertible bond : new avenue to raise bank capital
Di Girolamo, Francesca Erica
;
Campolongo, Francesca
;
De …
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011673102
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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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5
Asymmetries in financial returns
Madan, Dilip B.
;
Wang, King
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011807103
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Multivariate bilateral gamma, copulas, CoSkews and CoKurtosis
Madan, Dilip B.
;
Wang, King
- In:
International journal of financial engineering
9
(
2022
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013367492
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