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Option pricing in the variance-gamma model under the drift jump
Ivanov, Roman V. - In: International journal of theoretical and applied finance 21 (2018) 4, pp. 1-19
Persistent link: https://www.econbiz.de/10011892547
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An empirical study on the statistical properties of Romanian emerging stock market RASDAQ
Gligor, Mircea - In: International journal of theoretical and applied finance 7 (2004) 6, pp. 723-739
Persistent link: https://www.econbiz.de/10002200662
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Long memory in stock trading
Leonidov, Andrei - In: International journal of theoretical and applied finance 7 (2004) 7, pp. 879-885
Persistent link: https://www.econbiz.de/10002420725
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Econophysics : what can physicists contribute to economics?
Stanley, H. Eugene (contributor) - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 335-346
Persistent link: https://www.econbiz.de/10001522881
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CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar; Subbotin, Alexander - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
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Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen; Kutrolli, Gleda; Stefani, Silvana - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
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Risk sensitivities of Bermuda swaptions
Piterbarg, Vladimir V. - In: International journal of theoretical and applied finance 7 (2004) 4, pp. 465-509
Persistent link: https://www.econbiz.de/10002108806
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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
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Implied volatility trees and pricing performance: Evidence from the S&P 100 options
Linaras, Charilaos E.; Skiadopoulos, George - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1085-1106
Persistent link: https://www.econbiz.de/10003280037
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The impact of stock returns volatility on credit default swap rates: A copula study
Abid, Fathi; Naifar, Nader - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1135-1155
Persistent link: https://www.econbiz.de/10003280048