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Stochastic volatility and leverage : application to a panel of S&P500 stocks
Ozturk, Serda Selin; Richard, Jean-François - In: Finance research letters 12 (2015), pp. 67-76
Persistent link: https://www.econbiz.de/10011552253
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A simulation on the presence of competing bidders in mergers and acquisitions
Aintablian, Sebouh; EL Khoury, Wissam - In: Finance research letters 22 (2017), pp. 233-243
Persistent link: https://www.econbiz.de/10011808164
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On pricing of vulnerable barrier options and vulnerable double barrier options
Wang, Heqian; Zhang, Jiayi; Zhou, Ke - In: Finance research letters 44 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10014495047
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Multi-step double barrier options
Lee, Hangsuck; Jeong, Himchan; Lee, Minha - In: Finance research letters 47 (2022) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10013457467
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On the robustness of cointegration tests when assessing market efficiency
Kellard, Neil - In: Finance research letters 3 (2006) 1, pp. 57-64
Persistent link: https://www.econbiz.de/10003300878
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Estimating stochastic volatility with jumps and asymmetry in Asian markets
Saranya, K.; Prasanna, P. Krishna - In: Finance research letters 25 (2018), pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
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A common jump factor stochastic volatility model
Laurini, Márcio Poletti; Mauad, Roberto Baltieri - In: Finance research letters 12 (2015), pp. 2-10
Persistent link: https://www.econbiz.de/10011551744
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Are emerging MENA stock markets mean reverting? A Monte Carlo simulation
Neaime, Simon - In: Finance research letters 13 (2015), pp. 74-80
Persistent link: https://www.econbiz.de/10011552396
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Equilibrium option pricing : a Monte Carlo approach
Buchner, Axel - In: Finance research letters 15 (2015), pp. 138-145
Persistent link: https://www.econbiz.de/10011553023
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Bayesian testing for short term interest rate models
Zhang, Yonghui; Chen, Zhongtian; Li, Yong - In: Finance research letters 20 (2017), pp. 146-152
Persistent link: https://www.econbiz.de/10011806836