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Determinants of asymmetric return comovements of gold and other financial assets
Poshakwale, Sunil S.; Mandal, Anandadeep - In: International review of financial analysis 47 (2016), pp. 229-242
Persistent link: https://www.econbiz.de/10011624131
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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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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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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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Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos; Rastegari, Javad; Stentoft, Lars - In: International review of financial analysis 87 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014460484
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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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Investment decision in integrated steel plants under uncertainty
Ozorio, Luiz de Magalhães; Bastian-Pinto, Carlos de Lamare - In: International review of financial analysis 27 (2013), pp. 55-64
Persistent link: https://www.econbiz.de/10009736946
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Skew-Brownian motion and pricing European exchange options
Pasricha, Puneet; He, Xin-Jiang - In: International review of financial analysis 82 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013426145
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Do long-short speculators destabilize commodity futures markets?
Miffre, Joëlle; Brooks, Chris - In: International review of financial analysis 30 (2013), pp. 230-240
Persistent link: https://www.econbiz.de/10010460310