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Modelling rain risk : a multi-order Markov chain model apporach
Stowasser, Markus - In: Journal of risk finance : the convergence of financial … 13 (2012) 1, pp. 45-60
Persistent link: https://www.econbiz.de/10009488912
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American-type options : stochastic approximation methods
Silvestrov, Dmitrii - 2015
Persistent link: https://www.econbiz.de/10010236724
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Option valuation under a double regime-switching model
Shen, Yang; Fan, Kun; Siu, Tak Kuen - In: The journal of futures markets 34 (2014) 5, pp. 451-478
Persistent link: https://www.econbiz.de/10010370881
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Nonlinear adjustments of volatility expectations to forecast errors : evidence from Markov-Regime switches in implied volatility
Nishina, Kazuhiko; Maghrebi, Nabil; Holmes, Mark J. - In: Review of Pacific Basin financial markets and policies 15 (2012) 3, pp. 1-23
Persistent link: https://www.econbiz.de/10009671277
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Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S. - 2021
Persistent link: https://www.econbiz.de/10012940057
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Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S. - 2021
Persistent link: https://www.econbiz.de/10012887751
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Learning about rare disasters: implications for consumptions and asset prices
Gillman, Max; Kejak, Michal; Pakos, Michal - 2014
Persistent link: https://www.econbiz.de/10011623539
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Put-call-futures parity pricing in Australia
English, John W. - 1993 - 2. draft
Persistent link: https://www.econbiz.de/10000889533
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Contigent claim valuation in a market with a higher interest rate for borrowing than for lending
Korn, Ralf - 1993
Persistent link: https://www.econbiz.de/10000890764
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Zeitreihenanalyse von Optionsscheinpreisen zur Beurteilung von Kurschancen und -risiken
Hehn, Elisabeth - 1994
Persistent link: https://www.econbiz.de/10000893910