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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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Another look at the relationship between cross-market correlation and volatility
Bartram, Söhnke M.; Wang, Yaw-Huei - In: Finance research letters 2 (2005) 2, pp. 75-88
Persistent link: https://www.econbiz.de/10002883183
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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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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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Market symmetry in time-changed Brownian models
Barbachan, José Santiago Fajardo; Mordecki, Ernesto - In: Finance research letters 7 (2010) 1, pp. 53-59
Persistent link: https://www.econbiz.de/10003972394
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Discrete versus continuous time models : local martingales and singular processes in asset pricing theory
Jarrow, Robert A.; Protter, Philip - In: Finance research letters 9 (2012) 2, pp. 58-62
Persistent link: https://www.econbiz.de/10009615902
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A generalised arbitrage-free Nelson-Siegel model : the impact of unspanned stochastic volatility
Chen, Rui; Du, Ke - In: Finance research letters 10 (2013) 1, pp. 41-48
Persistent link: https://www.econbiz.de/10009728597
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A jump-diffusion approach to modelling vulnerable option pricing
Xu, Weidong; Xu, Weijun; Li, Hongyi; Xiao, Weilin - In: Finance research letters 9 (2012) 1, pp. 48-56
Persistent link: https://www.econbiz.de/10009575333
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Computing American option prices in the lognormal jump-diffusion framework with a Markov chain
Simonato, Jean-Guy - In: Finance research letters 8 (2011) 4, pp. 220-226
Persistent link: https://www.econbiz.de/10009425847