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Option pricing under stochastic volatility and tempered stable Lévy jumps
Zaevski, Tsvetelin S.; Kim, Young Shin; Fabozzi, Frank J. - In: International review of financial analysis 31 (2014), pp. 101-108
Persistent link: https://www.econbiz.de/10010461532
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Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility : an asymptotic method
Chen, Jilong; Ewald, Christian-Oliver - In: International review of financial analysis 52 (2017), pp. 144-151
Persistent link: https://www.econbiz.de/10011868721
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Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling; Yin, Jiyuan; Li, Yong - In: International review of financial analysis 92 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
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Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing; Wang, Shouyang; Sui, Cong - In: International review of financial analysis 86 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
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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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What drives asymmetric dependence structure of asset return comovements?
Poshakwale, Sunil S.; Mandal, Anandadeep - In: International review of financial analysis 48 (2016), pp. 312-330
Persistent link: https://www.econbiz.de/10011624528
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Market-wide illiquidity and the distribution of non-parametric stochastic discount factors
Abad Díaz, David; Nieto Domenech, Belen; Pascual, Roberto - In: International review of financial analysis 87 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014460538
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Jump-diffusion volatility models for variance swaps : an empirical performance analysis
Jin, Xing; Hong, Yi - In: International review of financial analysis 87 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014457699
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Analysis about the black-scholes asset price under the regime-switching framework
Tian, Ping; Zhou, Hang; Zhou, Duotai - In: International review of financial analysis 88 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014471870
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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