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Computational modeling of non-Gaussian option price using non-extensive Tsallis’ entropy framework
Nayak, Gangadhar; Singh, Amit Kumar; Senapati, Dilip - In: Computational economics 57 (2021) 4, pp. 1353-1371
Persistent link: https://www.econbiz.de/10012543376
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Default probabilities and default correlations
Erlenmaier, Ulrich; Gersbach, Hans - 2001
Persistent link: https://www.econbiz.de/10013429668
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COVID-19 pandemic, corporate investment and the real option value
Yan, Chao; Zhang, Ziyi; Feng, Yi - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 13, pp. 3842-3865
Persistent link: https://www.econbiz.de/10014384894
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Which implied volatilities contain more information? : evidence from China
Wang, Linyu; Ji, Yifan; Ni, Zhongxin - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 1896-1919
Persistent link: https://www.econbiz.de/10014533371
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Valuation of spread options under correlated skew Brownian motions
Song, Shiyu; Wang, Xingchun; Zhang, Xiaowen - In: The European journal of finance 30 (2024) 5, pp. 503-523
Persistent link: https://www.econbiz.de/10014547897
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Valuations of variance and volatility swaps under double Heston jump‑diffusion model with approximative fractional stochastic volatility
Wang, Ke; Guo, Xunxiang - In: Computational economics 63 (2024) 4, pp. 1543-1573
Persistent link: https://www.econbiz.de/10014549124
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Quantum-inspired variational algorithms for partial differential equations : application to financial derivative pricing
Zhao, Tianchen; Sun, Chuhao; Cohen, Asaf; Stokes, James; … - In: Quantitative finance 24 (2024) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10014551890
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Measuring investors’ risk aversion in China’s stock market
Bian, Timothy Yang; Wang, Tianyi; Zhou, Zipeng - In: Finance research letters 42 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10014580420
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Rescaling the double-mean-reverting 4/2 stochastic volatility model for derivative pricing
Cao, Jiling; Kim, Jeong-Hoon; Liu, Wenqiang; Zhang, WenJun - In: Finance research letters 58 (2023) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10014583526
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Stochastic dominance option pricing : an alternative approach to option market research
Perrakis, Stylianos - 2019
Persistent link: https://www.econbiz.de/10011982413