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R-2GAM stochastic volatility model : flexibility and calibration
Lee, Cheng F.; Sokolinskiy, Oleg - In: Review of quantitative finance and accounting 45 (2015) 3, pp. 463-483
Persistent link: https://www.econbiz.de/10011531991
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The effect of stochastic interest rates on a firm's capital structure under a generalized model
Chang, Chuang-chang; Lin, Jun-Biao; Yang, Chun-Chieh - In: Review of quantitative finance and accounting 45 (2015) 4, pp. 695-719
Persistent link: https://www.econbiz.de/10011532102
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Some characteristics of an equity security next-year impairment
Azzaz, Julien; Loisel, Stéphane; Thérond, Pierre-E. - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 111-135
Persistent link: https://www.econbiz.de/10011333134
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Foreign exchange option pricing in the currency cycle with jump risks
Lin, Chien-Hsiu; Lin, Shih-kuei; Wu, An-Chi - In: Review of quantitative finance and accounting 44 (2015) 4, pp. 755-789
Persistent link: https://www.econbiz.de/10011333144
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An improved of Hull-White model for valuing Employee stock options (ESOs)
Chendra, Erwinna; Sidarto, Kuntjoro Adji - In: Review of quantitative finance and accounting 54 (2020) 2, pp. 651-669
Persistent link: https://www.econbiz.de/10012232883
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Option-implied filtering : evidence from the GARCH option pricing model
Li, Bingxin - In: Review of quantitative finance and accounting 54 (2020) 3, pp. 1037-1057
Persistent link: https://www.econbiz.de/10012233110
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Financial econometrics, mathematics, statistics, and financial technology : an overall view
Lee, Cheng F. - In: Review of quantitative finance and accounting 54 (2020) 4, pp. 1529-1578
Persistent link: https://www.econbiz.de/10012233214
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Debt rollover-induced local volatility model
Sokolinskiy, Oleg - In: Review of quantitative finance and accounting 52 (2019) 4, pp. 1065-1084
Persistent link: https://www.econbiz.de/10012172912
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Relative option liquidity and price efficiency
Du, Brian - In: Review of quantitative finance and accounting 52 (2019) 4, pp. 1119-1135
Persistent link: https://www.econbiz.de/10012172939
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The affine styled-facts price dynamics for the natural gas : evidence from daily returns and option prices
Hsu, Chih-Chen; Chen, An-sing; Lin, Shih-kuei - In: Review of quantitative finance and accounting 48 (2017) 3, pp. 819-848
Persistent link: https://www.econbiz.de/10011796892