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Empirical analysis of dynamic linkages between China and international stock markets
Chiang, Thomas C.; Chen, Xiaoyu - In: Journal of mathematical finance 6 (2016) 1, pp. 189-212
Persistent link: https://www.econbiz.de/10011543897
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Efficient estimation of distributional tail shape and the extremal index with applications to risk management
Sapp, Travis R. A. - In: Journal of mathematical finance 6 (2016) 4, pp. 626-659
Persistent link: https://www.econbiz.de/10011656984
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Catastrophe risk derivatives : a new approach
Abdessalem, Mehdi Bekralas; Ohnishi, Masamitsu - In: Journal of mathematical finance 4 (2014) 1, pp. 21-34
Persistent link: https://www.econbiz.de/10010422906
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Asymptotic analysis for spectral risk measures parameterized by confidence level
Kato, Takashi - In: Journal of mathematical finance 8 (2018) 1, pp. 197-226
Persistent link: https://www.econbiz.de/10011846379
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Measuring black swans in financial markets
Manhire, J. T. - In: Journal of mathematical finance 8 (2018) 1, pp. 227-239
Persistent link: https://www.econbiz.de/10011846384
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On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael; Fadugba, Sunday Emmanuel - In: Journal of mathematical finance 5 (2015) 2, pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
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Malliavin differentiability of CEV-type Heston model
Tsumurai, Shota - In: Journal of mathematical finance 10 (2020) 1, pp. 173-199
Persistent link: https://www.econbiz.de/10012545592
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The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity markets
Assaf, Ata - In: Journal of mathematical finance 7 (2017) 2, pp. 491-512
Persistent link: https://www.econbiz.de/10011674013
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Analysis of the sector of software & computer services with a new Carhart 4-factor model
Li, Liuling; Zhu, Qingyu; Mu, Yang - In: Journal of mathematical finance 7 (2017) 1, pp. 65-82
Persistent link: https://www.econbiz.de/10011658220
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Using conditional extreme value theory to estimate value-at-risk for daily currency exchange rates
Omari, Cyprian Ondieki; Mwita, Peter N.; Waititu, Antony G. - In: Journal of mathematical finance 7 (2017) 4, pp. 846-870
Persistent link: https://www.econbiz.de/10011859906