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Model risk for barrier options...
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Estimation theory
option pricing
688
Optionspreistheorie
643
Option pricing
634
Option pricing theory
622
Stochastischer Prozess
319
Stochastic process
315
Volatilität
288
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231
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171
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implied volatility
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D'Addona, Stefano
2
Escobar, Marcos
2
Kumar, Sumit
2
Kundu, Arindam
2
Marinelli, Carlo
2
Stentoft, Lars
2
Takahashi, Akihiko
2
Tomar, Nutan Kumar
2
Veiga, Alvaro
2
Ackerer, Damien
1
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1
Almeida, Thiago Ramos
1
Anukal Chiralaksanakul
1
Ardison, Kym
1
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1
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1
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1
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1
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1
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1
Ben Hammouda, Chiheb
1
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1
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1
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1
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Computational economics
5
International journal of theoretical and applied finance
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The journal of computational finance
3
Finance research letters
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk and financial management : JRFM
2
Revista Brasileira de Finanças : RBFin
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Decisions in economics and finance : DEF ; a journal of applied mathematics
1
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1
Discussion paper / Tinbergen Institute
1
Economic research
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
European journal of operational research : EJOR
1
International Journal of Financial Studies : open access journal
1
International journal of forecasting
1
Journal of commodity markets : JCM
1
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1
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1
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1
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1
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1
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Research in international business and finance
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Research paper series / Swiss Finance Institute
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Review of derivatives research
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ECONIS (ZBW)
48
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1
The [beta]-variance gamma model
Schoutens, Wim
;
Van Damme, Geert
- In:
Review of derivatives research
14
(
2011
)
3
,
pp. 263-282
Persistent link: https://www.econbiz.de/10009349988
Saved in:
2
Convenient multiple directions of stratification
Jourdain, Benjamin
;
Lapeyre, Bernard
;
Sabino, Piergiacomo
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 867-897
Persistent link: https://www.econbiz.de/10009380998
Saved in:
3
Likelihood-based estimation of dynamic panels with predetermined regressors
Moral-Benito, Enrique
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 451-472
Persistent link: https://www.econbiz.de/10010337857
Saved in:
4
Some pitfalls in smooth transition models estimation : a Monte Carlo study
Maugeri, Novella
- In:
Computational economics
44
(
2014
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10010489076
Saved in:
5
Impact of bias in the estimation of American-style options by Monte Carlo simulation
Anukal Chiralaksanakul
- In:
Journal of modelling in management
11
(
2016
)
2
,
pp. 644-659
Persistent link: https://www.econbiz.de/10011529578
Saved in:
6
Performances of model selection criteria when variables are ILL conditioned
Karlsson, Peter S.
;
Behrenz, Lars
;
Shukur, Ghazi
- In:
Computational economics
54
(
2019
)
1
,
pp. 77-98
Persistent link: https://www.econbiz.de/10012134085
Saved in:
7
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
Saved in:
8
Deep structural estimation: with an application to option pricing
Chen, Hui
;
Didisheim, Antoine
;
Scheidegger, Simon
-
2021
Persistent link: https://www.econbiz.de/10012819482
Saved in:
9
Risk-neutral modeling with affine and nonaffine models
Durham, Garland B.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 650-681
Persistent link: https://www.econbiz.de/10010233868
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10
Note on an extension of an asymptotic expansion scheme
Takahashi, Akihiko
;
Toda, Masashi
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009783991
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