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Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas; Floros, Christos; … - In: The European journal of finance 27 (2021) 10, pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
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Exchange rate returns and volatility : the role of time-varying rare disaster risks
Gupta, Rangan; Suleman, Tahir; Wohar, Mark E. - In: The European journal of finance 25 (2019) 2, pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
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Discounting earnings with stochastic discount rates
Realdon, Marco - In: The European journal of finance 25 (2019) 10, pp. 910-936
Persistent link: https://www.econbiz.de/10012207041
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Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model : with regime-switching risk premium
Li, Chang-Yi; Chen, Son-nan; Lin, Shih-kuei - In: The European journal of finance 22 (2016) 10/12, pp. 887-908
Persistent link: https://www.econbiz.de/10011715220
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Multivariate asset models using Lévy processes and applications
Ballotta, Laura; Bonfiglioli, Efrem - In: The European journal of finance 22 (2016) 13/15, pp. 1320-1350
Persistent link: https://www.econbiz.de/10011715430
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Utility-based pricing of weather derivatives
Hamisultane, Hélène - In: The European journal of finance 16 (2010) 5/6, pp. 503-525
Persistent link: https://www.econbiz.de/10008698568
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Hedging of Asian options under exponential Lévy models : computation and performance
Ballotta, Laura; Gerrard, Russell; Kyriakou, Ioannis - In: The European journal of finance 23 (2017) 4/6, pp. 297-323
Persistent link: https://www.econbiz.de/10011736257
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Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Li, Zelei; Tang, Dan; Wang, Xingchun - In: The European journal of finance 29 (2023) 12, pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
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Deviations from fundamentals in US and EU stock markets : a comparative analysis
Becchetti, Leonardo; Di Giacomo, Stefanie - In: The European journal of finance 13 (2007) 3/4, pp. 195-226
Persistent link: https://www.econbiz.de/10003550299
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How candlestick features affect the performance of volatility forecasts : evidence from the stock market
Su, Jung-bin - In: The European journal of finance 21 (2015) 4/6, pp. 486-506
Persistent link: https://www.econbiz.de/10010528953