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Review of quantitative finance and accounting
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ECONIS (ZBW)
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1
A jump diffusion model for VIX volatility options and futures
Psychoyios, Dimitris
;
Dotsis, George
;
Markellos, Raphaēl N.
- In:
Review of quantitative finance and accounting
35
(
2010
)
3
,
pp. 245-269
Persistent link: https://www.econbiz.de/10009260276
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2
Local volatility calibration during turbulent periods
Skindilias, Konstantinos
;
Lo, Chia Chun
- In:
Review of quantitative finance and accounting
44
(
2015
)
3
,
pp. 425-444
Persistent link: https://www.econbiz.de/10011327607
Saved in:
3
A reduced lattice model for option pricing under regime-switching
Costabile, Massimo
;
Leccadito, Arturo
;
Massabo, Ivar
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 667-690
Persistent link: https://www.econbiz.de/10010433525
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4
Assessing the performance of symmetric and asymmetric implied volatility functions
Andreou, Panayiotis C.
;
Charalambous, Chris
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 373-397
Persistent link: https://www.econbiz.de/10010391631
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5
Explaining the volatility smile : non-parametric versus parametric option models
Lin, Hsuan-Chu
;
Chen, Ren-Raw
;
Palmon, Oded
- In:
Review of quantitative finance and accounting
46
(
2016
)
4
,
pp. 907-935
Persistent link: https://www.econbiz.de/10011595494
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6
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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7
Same same but different : how preferential claims trigger valuation discounts in equity tranches of VC-backed firms
Kaboth, Julian
;
Lodowicks, Arnd
;
Schreiter, Maximilian
; …
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 877-914
Persistent link: https://www.econbiz.de/10014287060
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8
The impact of H-share derivatives on the underlying equity market
Wang, Steven Shuye
;
Li, Wei
;
Cheng, Louis T. W.
- In:
Review of quantitative finance and accounting
32
(
2009
)
3
,
pp. 235-267
Persistent link: https://www.econbiz.de/10003846977
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9
Valuation and incentive effects of hurdle rate executive stock options
Cheung, Joe
;
Corrado, Charles Joseph
- In:
Review of quantitative finance and accounting
32
(
2009
)
3
,
pp. 269-285
Persistent link: https://www.econbiz.de/10003846979
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10
A bridge from ruin theory to credit risk
Chen, Cho-jieh
;
Panjer, Harry
- In:
Review of quantitative finance and accounting
32
(
2009
)
4
,
pp. 373-403
Persistent link: https://www.econbiz.de/10003873808
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