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Electricity prices : a nonparametric approach
Pirino, Davide; Renò, Roberto - In: International journal of theoretical and applied finance 13 (2010) 2, pp. 285-299
Persistent link: https://www.econbiz.de/10008860393
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Optimal dividend policy and stock prices
Li, Weiping - In: International journal of theoretical and applied finance 23 (2020) 4, pp. 1-29
Persistent link: https://www.econbiz.de/10012284594
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Estimating expected exchange rates under target zone regimes
Chen, Zhaohui - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 43-59
Persistent link: https://www.econbiz.de/10001236675
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Tenor specific pricing
Madan, Dilip B.; Schoutens, Wim - In: International journal of theoretical and applied finance 15 (2012) 6, pp. 1-21
Persistent link: https://www.econbiz.de/10009672593
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Long-term growth rate of expected utility for leveraged ETFs : martingale extraction approach
Leung, Tim; Park, Hyungbin - In: International journal of theoretical and applied finance 20 (2017) 6, pp. 1-33
Persistent link: https://www.econbiz.de/10011734273
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The Feynman-Kac formula and pricing occupation time derivatives
Hugonnier, Julien-N. - In: International journal of theoretical and applied finance 2 (1999) 2, pp. 153-178
Persistent link: https://www.econbiz.de/10001394244
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Deriving closed-form solutions for Gaussian pricing models : a systematic time-domain approach
Levin, Alexander - In: International journal of theoretical and applied finance 1 (1998) 3, pp. 349-376
Persistent link: https://www.econbiz.de/10001251049
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Uncertain parameters, an empirical stochastic volatility model and confidence limits
Wilmott, Paul - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
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Stochastic implied trees : arbitrage pricing with stochastic term and strike structure of volatility
Derman, Emanuel - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 61-110
Persistent link: https://www.econbiz.de/10001236674
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Option pricing with a levy-type stochastic dynamic model for stock price process under semi-Markovian structural perturbations
Assonken, Patrick; Ladde, Gangaram S. - In: International journal of theoretical and applied finance 18 (2015) 8, pp. 1-72
Persistent link: https://www.econbiz.de/10011419362