Similar Search Results - EconBiz

The financial economics of sovereign asset value : functional perspectives and market outcomes ; conference paper

Posch, Peter N.; Bowden, Roger J.; Kalteier, Eva-Maria - 2014

The asset value of government has traditionally been seen as the accounting value of public assets. We develop a detailed financial economics view on sovereign asset values using market measures to arrive at implied sovereign asset values. We establish definition and dependencies within the...

Persistent link: https://www.econbiz.de/10010486036

Heston-Type Stochastic Volatility with a Markov Switching Regime

Elliott, Robert J. - 2016

We construct a Heston-type stochastic volatility model with a Markov switching regime to price a plain-vanilla stock … enough to provide a wide variety of volatility surfaces for the same volatility level but different regimes …

Persistent link: https://www.econbiz.de/10013006139

Modeling and valuation of energy structures : analylsis., econometrics, and numerics

Mahoney, Daniel - 2016

Persistent link: https://www.econbiz.de/10011399615

Commodity spread option pricing and the economic fundamentals of crack spreads

Kolpakov, Ilya - 2014

Persistent link: https://www.econbiz.de/10010516044

Impacts of derivative markets on spot market volatility and their persistence

Fong, Lik; Han, Chulwoo - In: Applied economics 47 (2015) 22/24, pp. 2250-2258

Persistent link: https://www.econbiz.de/10010516655

Volatility forecasting using financial statement information

Sridharan, Suhas A. - In: The accounting review : a publication of the American … 90 (2015) 5, pp. 2079-2106

Persistent link: https://www.econbiz.de/10011375882

At least-squares approach for estimating the volatility implied by option premia : overcoming smiles and frowns

Kensinger, John W. - In: Research in finance 31 (2015), pp. 173-185

Persistent link: https://www.econbiz.de/10011347423

Option smiling when investors' estimates of asset volatility disagree

Lin, Chien-chih - In: Applied economics 46 (2014) 31/33, pp. 3812-3827

Persistent link: https://www.econbiz.de/10010419898

Are real options "real"? : isolating uncertainty from risk in real options analysis

So, Leh-Chyan - In: Annals of financial economics 9 (2014) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10010489151

Volatility analysis of Shanghai composite index and financial crises

Sheraz, Muhammad; Breda, Vasile - 2016

Persistent link: https://www.econbiz.de/10013164574

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