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Modelling electricity swaps with stochastic forward premium models
Blanco, Iván; Peña Sánchez de Rivera, Juan Ignacio; … - In: The energy journal 39 (2018) 2, pp. 1-33
Persistent link: https://www.econbiz.de/10011825389
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A mean bound financial model and options pricing
Li, Yu - In: International journal of financial engineering 4 (2017) 4, pp. 1-31
Persistent link: https://www.econbiz.de/10011807105
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Index options and volatility derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan; Wei, Boyu; Yang, Hailiang - In: International journal of theoretical and applied finance 21 (2018) 4, pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
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Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield : do fish jump?
Ewald, Christian; Zou, Yihan - In: European journal of operational research : EJOR 294 (2021) 2, pp. 801-815
Persistent link: https://www.econbiz.de/10012595911
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Underlying assets distribution in derivatives : the BRIC case
Núñez, José A.; Contreras-Valdez, Mario I.; … - In: Theoretical economics letters 8 (2018) 3, pp. 502-513
Persistent link: https://www.econbiz.de/10011822832
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Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution
Pesaran, Bahram (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003499671
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On the term structure of loss distributions : a forward model approach
Sidenius, Jakob - In: International journal of theoretical and applied finance 10 (2007) 4, pp. 749-761
Persistent link: https://www.econbiz.de/10003503392
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Integrals and derivatives of regularly varying functions in Rd and domains of attraction of stable distributions II
Haan, L. de; Omey, E. - 1981
Persistent link: https://www.econbiz.de/10003549868
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Hedging mit Termingeschäften und Insolvenzwahrscheinlichkeit der Unternehmung : eine graphische Analyse
Röder, Klaus; Hahnenstein, Lutz - In: Börsen, Banken und Kapitalmärkte : Festschrift für …, (pp. 701-732). 2006
Persistent link: https://www.econbiz.de/10003564462
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The bino-trinomial tree : a simple model for efficient and accurate option pricing
Dai, Tian-shyr; Lyuu, Yuh-dauh - In: The journal of derivatives : the official publication … 17 (2009/10) 4, pp. 7-24
Persistent link: https://www.econbiz.de/10003985505