A general closed form option pricing formula
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2019 |
Necula, Ciprian |
Is trading in the shortest-term index options profitable?
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2019 |
Pan, Ging-Ginq |
Portfolio benefits of adding corporate credit default swap indices : evidence from North America and Europe
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2019 |
Hippert, Benjamin |
Dissecting the tracking performance of regular and leveraged VIX ETPs
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2019 |
Tang, Hongfei |
Pricing cross-currency interest rate swaps under the Levy market model
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2019 |
Wang, Ming-Chieh |
Empirical performance of reduced-form models for emission permit prices
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2019 |
Hitzemann, Steffen |
Valuation of an option using non-parametric methods
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2019 |
Chiang, Shu Ling |
Implied risk aversion : an alternative rating system for retail structured products
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2019 |
Fink, Holger Maria |
Option-implied Value-at-Risk and the cross-section of stock returns
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2019 |
Ammann, Manuel |
Pricing VIX derivatives with free stochastic volatility model
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2019 |
Lin, Wei |
Pricing and risk of swing contracts in natural gas markets
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2019 |
Kohrs, Hendrik |
Did crisis alter trading of two major oil futures markets?
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2018 |
Adeinat, Iman |
GARCH option pricing models with Meixner innovations
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2018 |
Fengler, Matthias |
An empirical investigation of large trader market manipulation in derivatives markets
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2018 |
Jarrow, Robert A. |
A multivariate stochastic volatility model with applications in the foreign exchange market
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2018 |
Escobar, Marcos |
The determinants of CDS spreads : evidence from the model space
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2018 |
Pelster, Matthias |
Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions
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2018 |
Gerer, Johannes |
Pricing exotic options in a regime switching economy : a Fourier transform method
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2018 |
Hieber, Peter |
Risk-adjusted option-implied moments
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2018 |
Brinkmann, Felix |
The pricing kernel puzzle in forward looking data
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2018 |
Cuesdeanu, Horatio |