Similar Search Results

Dokučaev, Nikolaj G. - In: International journal of theoretical and applied finance 14 (2011) 4, pp. 507-524

Persistent link: https://www.econbiz.de/10009269369

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

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

Drakos, Stefanos - In: Journal of mathematical finance 6 (2016) 1, pp. 55-63

Persistent link: https://www.econbiz.de/10011543102

Moni, Claudio - 2014

used, in particular for long expiries and in high volatility environments. For example, we obtain positive sensitivities to …

Persistent link: https://www.econbiz.de/10013062318

Sircar, Kaushik Ronnie; Sturm, Stephan - In: Mathematical finance : an international journal of … 25 (2015) 2, pp. 400-425

Persistent link: https://www.econbiz.de/10011350605

Bandi, Chaithanya; Bertsimas, Dimitris - In: European journal of operational research : EJOR 239 (2014) 3, pp. 842-853

Persistent link: https://www.econbiz.de/10010411468

Schreindorfer, David; Sichert, Tobias - 2022 - This draft: January 31, 2022

Persistent link: https://www.econbiz.de/10012816005

Mitra, Sovan - In: The European journal of finance 21 (2015) 4/6, pp. 400-425

Persistent link: https://www.econbiz.de/10010528975

Vicente, José Valentim Machado; Marins, Jaqueline … - In: Annals of finance 17 (2021) 2, pp. 231-246

Persistent link: https://www.econbiz.de/10012585519

Takahashi, Akihiko; Tsuzuki, Yukihiro; Yamazaki, Akira - In: International journal of theoretical and applied finance 14 (2011) 4, pp. 485-505

Persistent link: https://www.econbiz.de/10009269373