American Option Pricing and Filtering with a Hidden Regime-Switching Jump Diffusion.
- Published in:
- Journal of Derivatives, 2022, v. 29, n. 3, p. 106, doi. 10.3905/jod.2022.1.147
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 2022 AND VI 29 AND IP 3
Results: 7
1
2
Pricing Dynamics of Oil Futures with Tail Risk.
- Published in:
- Journal of Derivatives, 2022, v. 29, n. 3, p. 85, doi. 10.3905/jod.2022.1.151
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- Publication type:
- Article
3
Is Risk-Neutral Skewness an Indicator of Downside Risk? Evidence from Tail Risk Taking of Hedge Funds.
- Published in:
- Journal of Derivatives, 2022, v. 29, n. 3, p. 65, doi. 10.3905/jod.2022.1.148
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- Publication type:
- Article
4
Equity Portfolio Trading with Volatility and Dividend Derivatives.
- Published in:
- Journal of Derivatives, 2022, v. 29, n. 3, p. 46, doi. 10.3905/jod.2021.1.142
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- Publication type:
- Article
5
Term Risk-Free Rates: Methodologies, Challenges, and the Future.
- Published in:
- Journal of Derivatives, 2022, v. 29, n. 3, p. 30, doi. 10.3905/jod.2022.1.144
- By:
- Publication type:
- Article
6
Negative WTI Price: What Really Happened and What Can We Learn?
- Published in:
- Journal of Derivatives, 2022, v. 29, n. 3, p. 9, doi. 10.3905/jod.2021.1.141
- By:
- Publication type:
- Article
7
Untitled.
- Published in:
- Journal of Derivatives, 2022, v. 29, n. 3, p. 1, doi. 10.3905/jod.2021.29.3.001
- By:
- Publication type:
- Article