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Multi-step barrier products and static hedging
Lee, Hangsuck; Choi, Yang Ho; Lee, Gaeun - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013449307
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Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho; Choi, So Eun; Jang, Hyun Jin - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
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Quantitative evaluation of contingent capital and its applications
Gupta, Anshul; Akuzawa, Toshinao; Nishiyama, Yoshihiko - In: The North American journal of economics and finance : a … 26 (2013), pp. 457-486
Persistent link: https://www.econbiz.de/10010367569
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Convertible tranche in securitization
Zhang, Xiong - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012654943
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Pecking order of convertible security financing for start-up ventures and overinvestment
Shimizu, Makoto - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014485470
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The default contagion of contingent convertible bonds in financial network
Li, Ping; Guo, Yanhong; Meng, Hui - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013449131
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Convertible bond issuance volume, capital structure, and firm value
Liao, Yulu; Huang, Paoyu; Ni, Yensen - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013449241
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Variance swaps with double exponential Ornstein-Uhlenbeck stochastic volatility
Kim, See-Woo; Kim, Jeong-Hoon - In: The North American journal of economics and finance : a … 48 (2019), pp. 149-169
Persistent link: https://www.econbiz.de/10012120223
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CVA for Cliquet options under Heston model
Feng, Yaqin; Wang, Min; Zhang, Yuanqing - In: The North American journal of economics and finance : a … 48 (2019), pp. 272-282
Persistent link: https://www.econbiz.de/10012120248
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Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
Li, Leon - In: The North American journal of economics and finance : a … 40 (2017), pp. 116-135
Persistent link: https://www.econbiz.de/10011878799