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Analytical valuation of autocallable notes
Guillaume, Tristan - In: International journal of financial engineering 2 (2015) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10011333447
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Estimating actual probability of default from structural models
Zou, Lin; Li, Weiping - In: International journal of financial engineering 9 (2022) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10013188686
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A hybrid Markov chain-tree valuation framework for stochastic volatility jump diffusion models
Nguyen, Duy - In: International journal of financial engineering 5 (2018) 4, pp. 1-30
Persistent link: https://www.econbiz.de/10012028829
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Probabilistic approach to measuring early-warning signals of systemic contagion risk
Hui, Cho H.; Lo, Chi-Fai; Zheng, Xiao-Fen; Fong, Tom - In: International journal of financial engineering 5 (2018) 2, pp. 1-25
Persistent link: https://www.econbiz.de/10011922985
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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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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
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New explicit closed form formulae for the prices of catastrophe options
Jin, Yunguo; Zhong, Shouming - In: International journal of financial engineering 2 (2015) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10011333444
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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