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~isPartOf:"Finance research letters"
~isPartOf:"Review of quantitative finance and accounting"
~language:"eng"
~person:"Sokolinskiy, Oleg"
~subject:"Credit risk"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Sokolinskiy, Oleg
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Finance research letters
Review of quantitative finance and accounting
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1
Conditional dependence in post-crisis markets : dispersion and correlation skew trades
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
55
(
2020
)
2
,
pp. 389-426
Persistent link: https://www.econbiz.de/10012303884
Saved in:
2
The risk management implications of using end of day consensus pricing for single name CDS
Ronen, Tavy
;
Sokolinskiy, Oleg
;
Sopranzetti, Ben J.
- In:
Review of quantitative finance and accounting
55
(
2020
)
1
,
pp. 269-304
Persistent link: https://www.econbiz.de/10012233227
Saved in:
3
Debt rollover-induced local volatility model
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
52
(
2019
)
4
,
pp. 1065-1084
Persistent link: https://www.econbiz.de/10012172912
Saved in:
4
R-2GAM stochastic volatility model : flexibility and calibration
Lee, Cheng F.
;
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
45
(
2015
)
3
,
pp. 463-483
Persistent link: https://www.econbiz.de/10011531991
Saved in:
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