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Real options valuation : the importance of stochastic process choice in commodity price modelling
Schöne, Max - 2015 - Aufl. 2015
Persistent link: https://www.econbiz.de/10010419770
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Fuzzy uncertainty in the Heston stochastic volatility model
Figà-Talamanca, Gianna; Guerra, Maria Letizia; … - In: Fuzzy economic review : the review of the International … 16 (2011) 2, pp. 3-19
Persistent link: https://www.econbiz.de/10009549507
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Market application of the fuzzy-stochastic approach in the Heston option pricing model
Figà-Talamanca, Gianna; Guerra, Maria Letizia; … - In: Finance a úvěr 62 (2012) 2, pp. 162-179
Persistent link: https://www.econbiz.de/10009740500
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Essays on stochastic volatility
Nossman, Marcus - 2009
Persistent link: https://www.econbiz.de/10003837367
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Basel violations, volatility model variants and value at risk : optimization of performance deviations in banks
Anjum, Shahid; Qaseem, Naveeda - In: Economics and Business Letters : EBL 10 (2021) 3, pp. 240-248
Persistent link: https://www.econbiz.de/10012595918
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The Y-theory of investment
Philippon, Thomas - 2006
Persistent link: https://www.econbiz.de/10003366436
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Measuring efficiency for volatile exposure to exchange rate risk base supported by Fuzzy DEA approach
Kuo, Hsien-chang; Wang, Lie-huey - In: The ICFAI university journal of financial risk … 6 (2009) 1, pp. 7-35
Persistent link: https://www.econbiz.de/10003837539
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Options pricing with time changed Lévy processes under imprecise information
Feng, Zhi-Yuan; Cheng, Johnson T.-S.; Liu, Yu-Hong; … - In: Fuzzy optimization and decision making : a journal of … 14 (2015) 1, pp. 97-119
Persistent link: https://www.econbiz.de/10011313098
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A hybrid fuzzy GJR-GARCH modeling approach for stock market volatility forecasting
Maciel, Leandro - In: Revista Brasileira de Finanças : RBFin 10 (2012) 3, pp. 337-367
Persistent link: https://www.econbiz.de/10009670355