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International review of financial analysis
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Efficient willow tree method for variable annuities valuation and risk management
Dong, Bing
;
Xu, Wei
;
Šević, Aleksandar
;
Šević, Željko
- In:
International review of financial analysis
68
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012301004
Saved in:
2
Using implied volatility jumps for realized volatility forecasting : evidence from the Chinese market
Ye, Wuyi
;
Xia, Wenjing
;
Wu, Bin
;
Chen, Pengzhan
- In:
International review of financial analysis
83
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013455131
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