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Valuation and analysis of contingent convertible securities with jump risk
Yang, Zhaojun; Zhao, Zhiming - In: International review of financial analysis 41 (2015), pp. 124-135
Persistent link: https://www.econbiz.de/10011508616
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Test of recent advances in extracting information from option prices
Healy, J. V.; Gregoriou, Andros; Hudson, Robert - In: International review of financial analysis 56 (2018), pp. 292-302
Persistent link: https://www.econbiz.de/10012006295
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Parameter estimation risk in asset pricing and risk management : a Bayesian approach
Tunaru, Radu; Zheng, Teng - In: International review of financial analysis 53 (2017), pp. 80-93
Persistent link: https://www.econbiz.de/10011877849
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Stock index futures arbitrage in emerging markets : Polish evidence
Białkowski, Je̜drzej; Jakubowski, Jacek - In: International review of financial analysis 17 (2008) 2, pp. 363-381
Persistent link: https://www.econbiz.de/10003765100
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Credit insurance and investment : a contingent claims analysis approach
Lai, Van Son; Soumaré, Issoufa - In: International review of financial analysis 19 (2010) 2, pp. 98-107
Persistent link: https://www.econbiz.de/10008669497
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Beyong Basel-2 simplified standardized approach : credit risk valuation of short-term loan commitments
Chateau, Jean-Pierre D. - In: International review of financial analysis 16 (2007) 5, pp. 412-433
Persistent link: https://www.econbiz.de/10003612960
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A simple continous measure of credit risk
Byström, Hans N. E.; Kwon, Oh Kang - In: International review of financial analysis 16 (2007) 5, pp. 508-523
Persistent link: https://www.econbiz.de/10003612983
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The valuation of catastrophe bonds with exposure to currency exchange risk
Lai, Van Son; Parcollet, Mathieu; Lamond, Bernard F. - In: International review of financial analysis 33 (2014), pp. 243-252
Persistent link: https://www.econbiz.de/10010520456
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Sovereign rating actions and the implied volatility of stock index options
Tran, Vu; Alsakka, Rasha; Ap Gwilym, Owain - In: International review of financial analysis 34 (2014), pp. 101-113
Persistent link: https://www.econbiz.de/10010528470
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Forecasting option smile dynamics
Le, Van; Zurbruegg, Ralf - In: International review of financial analysis 35 (2014), pp. 32-45
Persistent link: https://www.econbiz.de/10010529632