Narrow search
Showing 1 - 10 of 255
Cover Image
CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar; Subbotin, Alexander - In: International journal of theoretical and applied finance 18 (2015) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Cover Image
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen; Kutrolli, Gleda; Stefani, Silvana - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Cover Image
Stochastic volatility and jump-diffusion : implications on option pricing
Jiang, George J. - In: International journal of theoretical and applied finance 2 (1999) 4, pp. 381-407
Persistent link: https://www.econbiz.de/10001438710
Cover Image
On the rate of information absorption in the conditional variance of SES dual listed stocks
Fong, Wai-mun; Chng, Pheng Lui - In: International journal of theoretical and applied finance 3 (2000) 2, pp. 205-217
Persistent link: https://www.econbiz.de/10001484695
Cover Image
Estimation in continuous-time stochastic volatility models using nonlinear filters
Nygaard Nielsen, Jan; Vestergaard, Martin - In: International journal of theoretical and applied finance 3 (2000) 2, pp. 279-308
Persistent link: https://www.econbiz.de/10001484701
Cover Image
Worst-case scenarios for American options
Buff, Robert - In: International journal of theoretical and applied finance 3 (2000) 1, pp. 25-58
Persistent link: https://www.econbiz.de/10001488348
Cover Image
Mean-reverting stochastic volatility
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, … - In: International journal of theoretical and applied finance 3 (2000) 1, pp. 101-142
Persistent link: https://www.econbiz.de/10001488358
Cover Image
Uncertain parameters, an empirical stochastic volatility model and confidence limits
Wilmott, Paul - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
Cover Image
Stochastic implied trees : arbitrage pricing with stochastic term and strike structure of volatility
Derman, Emanuel - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 61-110
Persistent link: https://www.econbiz.de/10001236674
Cover Image
A risk-neutral stochastic volatility model
Zhu, Yingzi - In: International journal of theoretical and applied finance 1 (1998) 2, pp. 289-310
Persistent link: https://www.econbiz.de/10001240151