Value at risk and expected shortfall improved calculation based on the power transformation method

von Leccadito, Arturo
Veröffentlicht in The journal of derivatives (2014)

Hermite binomial trees : a novel technique for derivatives pricing

von Leccadito, Arturo
Veröffentlicht in International journal of theoretical and applied finance (2012)

Extracting market information from equity options with exponential Lévy processes

von Fabozzi, Frank J.
Veröffentlicht in Journal of economic dynamics & control (2014)

Property derivatives for managing European real-estate risk

von Fabozzi, Frank J.
Veröffentlicht in European financial management (2010)

A pricing framework for real estate derivatives

von Fabozzi, Frank J.
Veröffentlicht in European financial management (2012)

Hedging real estate risk

von Fabozzi, Frank J.
Veröffentlicht in The journal of portfolio management (2009)