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Importance sampling applied to Greeks for jump : diffusion models with stochastic volatility
De Diego, Sergio
;
Ferreira, Eva
;
Nualart, Eulàlia
- In:
The journal of computational finance
22
(
2018
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10011890181
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Why are there time-varying comovements in the European stock market?
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 828-848
Persistent link: https://www.econbiz.de/10012244414
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3
Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 707-745
Persistent link: https://www.econbiz.de/10012654990
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