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On a new parametrization class of solvable diffusion models and transition probability kernels
Tudor, Sebastian F.; Chatterjee, Rupak; Tydniouk, Igor - In: Quantitative finance 21 (2021) 10, pp. 1773-1790
Persistent link: https://www.econbiz.de/10012653711
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Real options maximizing survival probability under incomplete markets
Jiang, Jinglu; Mu, Congming; Peng, Juan; Yang, Jinqiang - In: Quantitative finance 19 (2019) 11, pp. 1921-1931
Persistent link: https://www.econbiz.de/10012195664
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The survival probability of the SABR model : asymptotics and application
Yang, Nian; Wan, Xiangwei - In: Quantitative finance 18 (2018) 10, pp. 1767-1779
Persistent link: https://www.econbiz.de/10012261910
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Model-free analysis of real option exercise probability and timing
Kang, Sang Baum; Létourneau, Pascal - In: Quantitative finance 23 (2023) 10, pp. 1531-1544
Persistent link: https://www.econbiz.de/10014419176
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Parisian options with jumps : a maturity-excursion randomization approach
Chesney, Marc; Vasiljević, Nikola - In: Quantitative finance 18 (2018) 11, pp. 1887-1908
Persistent link: https://www.econbiz.de/10012262861
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Improvements in estimating the probability of informed trading models
Cheng, Tsung-Chi; Lai, Hung-neng - In: Quantitative finance 21 (2021) 5, pp. 771-796
Persistent link: https://www.econbiz.de/10012500188
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Probability weighting and default risk : a possible explanation for distressed stock puzzles
Yamazaki, Akira - In: Quantitative finance 20 (2020) 5, pp. 745-767
Persistent link: https://www.econbiz.de/10012262617
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Short term prediction of extreme returns based on the recurrence interval analysis
Jiang, Zhi-Qiang; Wang, Gang-Jin; Canabarro, Askery; … - In: Quantitative finance 18 (2018) 3, pp. 353-370
Persistent link: https://www.econbiz.de/10011906380
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Correlation as probability : applications of Sheppard's formula to financial assets
Giner, Javier; Mendoza Aguilar, Judit; Morini-Marrero, … - In: Quantitative finance 18 (2018) 5, pp. 777-787
Persistent link: https://www.econbiz.de/10011907938
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Election predictions are arbitrage-free : response to Taleb : letter to the editors
Clayton, Aubrey - In: Quantitative finance 19 (2019) 11, pp. 1771-1774
Persistent link: https://www.econbiz.de/10012194825