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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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A closed-form solution for spot volatility from options under limited data
Zhang, Aoran; Zhou, Chunyang - In: Finance research letters 67 (2024) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10015062164
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The impact of global energy price volatility on oil derivative and local price in Jordan : using DCC-GARCH model
Adailah, Radi Mohammad; Al-Damour, Saba Bassam; … - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 1, pp. 336-348
Persistent link: https://www.econbiz.de/10014486378
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Information content of option prices : comparing analyst forecasts to option-based forecasts
Sanford, Anthony - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014581049
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Topics in derivatives
Fock, John Henning - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003722057
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Sequenzielle Corporate Venture Capital-Investitionen : ein realoptionsbasierter Ansatz
Hauschild, Bastian - 2013 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013437379