Narrow search
Showing 1 - 10 of 76
Cover Image
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard - In: International journal of theoretical and applied finance 7 (2004) 4, pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
Cover Image
The stochastic intensity SSRD model implied volatility patterns for credit default swap options and the impact of correlation
Brigo, Damiano; Cousot, Laurent - In: International journal of theoretical and applied finance 9 (2006) 3, pp. 315-339
Persistent link: https://www.econbiz.de/10003344290
Cover Image
Crash hedging strategies and worst-case scenario portfolio optimization
Menkens, Olaf - In: International journal of theoretical and applied finance 9 (2006) 4, pp. 597-618
Persistent link: https://www.econbiz.de/10003347393
Cover Image
The variance swap contract under the CEV process
Jordan, Richard; Tier, Charles - In: International journal of theoretical and applied finance 12 (2009) 5, pp. 709-743
Persistent link: https://www.econbiz.de/10003899517
Cover Image
Sensitivity analysis and density estimation for the Hobson-Rogers stochastic volatility model
Kawai, Reiichiro - In: International journal of theoretical and applied finance 12 (2009) 3, pp. 283-295
Persistent link: https://www.econbiz.de/10003867401
Cover Image
Wavelet estimators for long memory in stock markets
Mabrouk, Anouar Ben; Kortas, Hedi; Ammou, Samir Ben - In: International journal of theoretical and applied finance 12 (2009) 3, pp. 297-317
Persistent link: https://www.econbiz.de/10003867402
Cover Image
On portfolio selection under extreme risk measure : the heavy-tailed ICA model
Clémençon, Stéphan; Slim, Skander - In: International journal of theoretical and applied finance 10 (2007) 3, pp. 449-474
Persistent link: https://www.econbiz.de/10003463451
Cover Image
Hedging volatility risk : the effectiveness of volatility options
An, Yunbi; Assaf, Ata; Yang, Jun - In: International journal of theoretical and applied finance 10 (2007) 3, pp. 517-534
Persistent link: https://www.econbiz.de/10003463468
Cover Image
An equilibrium-based model of stock-pinning
Nayak, Suhas - In: International journal of theoretical and applied finance 10 (2007) 3, pp. 535-555
Persistent link: https://www.econbiz.de/10003463470
Cover Image
The black scholes barenblatt equation for options with uncertain volatility and its application to static hedging
Meyer, Gunter H. - In: International journal of theoretical and applied finance 9 (2006) 5, pp. 673-703
Persistent link: https://www.econbiz.de/10003378988