Narrow search
Showing 1 - 10 of 63
Cover Image
A quadratic hedging approach to comparison of catastrophe indices
Norberg, Ragnar; Savina, Oksana - In: International journal of theoretical and applied finance 15 (2012) 4, pp. 1-20
Persistent link: https://www.econbiz.de/10009624461
Cover Image
Modelling financial series distributions : a versatile data fitting approach
Shang, Jennifer; Tadikamalla, Pandu R. - In: International journal of theoretical and applied finance 7 (2004) 3, pp. 231-251
Persistent link: https://www.econbiz.de/10002111053
Cover Image
An analytical framework for explaining relative performance of CAPM beta and downside beta
Galagedera, Don U. A. - In: International journal of theoretical and applied finance 12 (2009) 3, pp. 341-358
Persistent link: https://www.econbiz.de/10003867409
Cover Image
A comment on two-phase behavior of financial markets
Krzesinski, Anthony E.; Costa, Andre; Ramakrishnan, Maya; … - In: International journal of theoretical and applied finance 10 (2007) 1, pp. 89-93
Persistent link: https://www.econbiz.de/10003415699
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
Two-component extreme value distribution for Asia-Pacific stock index returns
Ané, Thierry - In: International journal of theoretical and applied finance 9 (2006) 5, pp. 643-671
Persistent link: https://www.econbiz.de/10003378957
Cover Image
Probability distribution and option pricing for drawdown in a stochastic volatility environment
Yamamoto, Kyo; Sato, Seisho; Takahashi, Akihiko - In: International journal of theoretical and applied finance 13 (2010) 2, pp. 335-354
Persistent link: https://www.econbiz.de/10008860388
Cover Image
Estimating univariate distributions via relative entropy minimization : case studies on financial and economic data
Friedman, Craig; Zhang, Yangyong; Huang, Jinggang - In: International journal of theoretical and applied finance 13 (2010) 1, pp. 163-193
Persistent link: https://www.econbiz.de/10008860416
Cover Image
A quasi-Monte Carlo algorithm for the normal inverse Gaussian distribution and valuation of financial derivatives
Benth, Fred Espen; Groth, Martin; Kettler, Paul C. - In: International journal of theoretical and applied finance 9 (2006) 6, pp. 843-867
Persistent link: https://www.econbiz.de/10003380284
Cover Image
Lévy simple structural models
Baxter, Martin - In: International journal of theoretical and applied finance 10 (2007) 4, pp. 593-606
Persistent link: https://www.econbiz.de/10003503338