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ECONIS (ZBW)
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1
Pricing and hedging of derivatives in contagious markets
Kokholm, Thomas
- In:
Journal of banking & finance
66
(
2016
),
pp. 19-34
Persistent link: https://www.econbiz.de/10011634490
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2
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
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3
Out-of-sample density forecasts with affine jump diffusion models
Yun, Jaeho
- In:
Journal of banking & finance
47
(
2014
),
pp. 74-87
Persistent link: https://www.econbiz.de/10010506503
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4
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
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5
Risk factors and their associated risk premia : an empirical analysis of the crude oil market
Hain, Martin
;
Uhrig-Homburg, Marliese
;
Unger, Nils
- In:
Journal of banking & finance
95
(
2018
),
pp. 44-63
Persistent link: https://www.econbiz.de/10011966706
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6
Nonparametric, conditional pricing of higher order multivariate contingent claims
Giannopoulos, Kostas
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1907-1915
Persistent link: https://www.econbiz.de/10003774993
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7
Collateral smile
Leippold, Markus
;
Su, Lujing
- In:
Journal of banking & finance
58
(
2015
),
pp. 15-28
Persistent link: https://www.econbiz.de/10011543849
Saved in:
8
Performance and determinants of the Merton structural model : evidence from hedging coefficients
Barsotti, Flavia
;
Del Viva, Luca
- In:
Journal of banking & finance
58
(
2015
),
pp. 95-111
Persistent link: https://www.econbiz.de/10011543912
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9
Portfolio optimisation with jumps : illustration with a pension accumulation scheme
Le Courtois, Olivier
;
Menoncin, Francesco
- In:
Journal of banking & finance
60
(
2015
),
pp. 127-137
Persistent link: https://www.econbiz.de/10011544926
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10
Are classical option pricing models consistent with observed option second-order moments? : evidence from high-frequency data
Audrino, Francesco
;
Fengler, Matthias
- In:
Journal of banking & finance
61
(
2015
),
pp. 46-63
Persistent link: https://www.econbiz.de/10011545126
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