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Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie; Gray, Philip K. - In: Finance research letters 2 (2005) 1, pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
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Pricing defaultable bonds under Hawkes jump-diffusion processes
Chen, Li; Ma, Yong; Xiao, Weilin - In: Finance research letters 47 (2022) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10013553778
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Portfolio optimization with feedback strategies based on artificial neural networks
Kopeliovich, Yaacov; Pokojovy, Michael - In: Finance research letters 69 (2024) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10015191872
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The shifted GARCH model with affine variance : applications in pricing
Escobar, Marcos; Hou, Yangyang; Stentoft, Lars - In: Finance research letters 71 (2025), pp. 1-8
Persistent link: https://www.econbiz.de/10015197067
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Informativeness of truncation in the options market
Lee, Geul; Ryu, Doojin; Yang, Li - In: Finance research letters 72 (2025), pp. 1-6
Persistent link: https://www.econbiz.de/10015176872
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Valuing options with hybrid default risk under the stochastic volatility model
Yun, Ana; Kim, Geonwoo - In: Finance research letters 72 (2025), pp. 1-11
Persistent link: https://www.econbiz.de/10015207074
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Modelling jumps with CARMA(p,q)-Hawkes : an application to corporate bond markets
Mercuri, Lorenzo; Perchiazzo, Andrea; Rroji, Edit - In: Finance research letters 73 (2025), pp. 1-9
Persistent link: https://www.econbiz.de/10015210073
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A simulation-based algorithm for American executive stock option valuation
León Valle, Ángel Manuel; Vaello-Sebastià, Antoni - In: Finance research letters 7 (2010) 1, pp. 14-23
Persistent link: https://www.econbiz.de/10003972383
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Martingalized historical approach for option pricing
Chorro, C.; Guégan, Dominique; Ielpo, F. - In: Finance research letters 7 (2010) 1, pp. 24-28
Persistent link: https://www.econbiz.de/10003972384
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Higher order asymptotic bond price valuation for interest rates with non-Gaussian dependent innovations
Honda, Tetsuhiro; Tamaki, Kenichiro; Shiohama, Takayuki - In: Finance research letters 7 (2010) 1, pp. 60-69
Persistent link: https://www.econbiz.de/10003972397