Does Domain Symmetry Affect the Estimation of Implied Skewness?
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- Journal of Derivatives, 2025, v. 32, n. 4, p. 142, doi. 10.3905/jod.2025.1.226
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Works matching IS 10741240 AND DT 2025 AND VI 32 AND IP 4
Results: 7
1
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Robust Consumption and Portfolio Choice under the 4/2 Stochastic Volatility Model.
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- Journal of Derivatives, 2025, v. 32, n. 4, p. 116, doi. 10.3905/jod.2025.1.225
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3
The Quadratic Local Variance Gamma Model: An Arbitrage-Free Interpolation of Class C3 for Option Prices.
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- Journal of Derivatives, 2025, v. 32, n. 4, p. 91, doi. 10.3905/jod.2025.1.228
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- Article
4
A Structural Pricing Model for WTI Futures.
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- Journal of Derivatives, 2025, v. 32, n. 4, p. 71, doi. 10.3905/jod.2025.1.229
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5
Standard Portfolio Analysis of Risk versus Filtered Historical Simulation Value-at-Risk and Its Improvements: Evidence from Taiwan Market.
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- Journal of Derivatives, 2025, v. 32, n. 4, p. 25, doi. 10.3905/jod.2025.1.227
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6
Kernel-Based Machine Learning for Option Pricing.
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- Journal of Derivatives, 2025, v. 32, n. 4, p. 7, doi. 10.3905/jod.2025.1.224
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7
Editor's Letter.
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- Journal of Derivatives, 2025, v. 32, n. 4, p. 1, doi. 10.3905/jod.2025.32.3.001
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