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Scenarios for price determination in incomplete markets
Xanthopoulos, S. Z.; Yannacopoulos, Athanasios N. - In: International journal of theoretical and applied finance 11 (2008) 5, pp. 415-445
Persistent link: https://www.econbiz.de/10003759930
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Energy spot price models and spread options pricing
Hikspoors, Samuel; Jaimungal, Sebastian - In: International journal of theoretical and applied finance 10 (2007) 7, pp. 1111-1135
Persistent link: https://www.econbiz.de/10003632058
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Financial signal processing : a self calibrating model
Elliott, Robert J.; Hunter, William Curt; Jamieson, … - In: International journal of theoretical and applied finance 4 (2001) 4, pp. 567-584
Persistent link: https://www.econbiz.de/10001600343
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The normal inverse gaussian distribution and spot price modelling in energy markets
Benth, Fred Espen; Šaltytė-Benth, Jūratė - In: International journal of theoretical and applied finance 7 (2004) 2, pp. 177-192
Persistent link: https://www.econbiz.de/10002021511
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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