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Foreign currency bubbles
Jarrow, Robert A.; Protter, Philip E. - In: Review of derivatives research 14 (2011) 1, pp. 67-83
Persistent link: https://www.econbiz.de/10009272490
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A multivariate stochastic volatility model with applications in the foreign exchange market
Escobar, Marcos; Gschnaidtner, Christoph - In: Review of derivatives research 21 (2018) 1, pp. 1-43
Persistent link: https://www.econbiz.de/10012055729
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Stochastic dividend yields and derivatives pricing in complete markets
Lioui, Abraham - In: Review of derivatives research 8 (2005) 3, pp. 151-175
Persistent link: https://www.econbiz.de/10003408019
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The bias in black-scholes/black implied volatility : an analysis of equity and energy markets
Doran, James S.; Ronn, Ehud I. - In: Review of derivatives research 8 (2005) 3, pp. 177-198
Persistent link: https://www.econbiz.de/10003408021
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An empirical analysis of alternative recovery risk models and implied recovery rates
Zhang, Frank Xiaoling - In: Review of derivatives research 13 (2010) 2, pp. 101-124
Persistent link: https://www.econbiz.de/10008695497
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Equilibrium preference free pricing of derivatives under the generalized beta distributions
Ikeda, Masayuki - In: Review of derivatives research 13 (2010) 3, pp. 297-332
Persistent link: https://www.econbiz.de/10008695881
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Asset pricing under information with stochastic volatility
Düring, Bertram - In: Review of derivatives research 12 (2009) 2, pp. 141-167
Persistent link: https://www.econbiz.de/10003874309
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An analytical approach for systematic risk sensitivity of structured finance products
Claußen, Arndt; Löhr, Sebastian; Rösch, Daniel - In: Review of derivatives research 17 (2014) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10010519296
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The αVG model for multivariate asset pricing : calibration and extension
Guillaume, Florence - In: Review of derivatives research 16 (2013) 1, pp. 25-52
Persistent link: https://www.econbiz.de/10009729942
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Equilibrium exercise of European warrants
Kapadia, Nikunj; Willette, Gregory - In: Review of derivatives research 15 (2012) 2, pp. 129-156
Persistent link: https://www.econbiz.de/10009629061