Understanding and Managing Model Risk.
- Published in:
- 2013
- By:
- Publication type:
- Book Review
Works in Quantitative Finance, 2013, Vol 13, Issue 8
Results: 14
1
2
Calendar.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 8, p. 1171, doi. 10.1080/14697688.2013.812427
- Publication type:
- Article
3
Option pricing under hybrid stochastic and local volatility.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 8, p. 1157, doi. 10.1080/14697688.2013.780209
- By:
- Publication type:
- Article
4
On the performance of delta hedging strategies in exponential Lévy models.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 8, p. 1173, doi. 10.1080/14697688.2013.779742
- By:
- Publication type:
- Article
5
Pricing levered warrants with dilution using observable variables.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 8, p. 1199, doi. 10.1080/14697688.2013.771280
- By:
- Publication type:
- Article
6
Free boundary problems and perpetual American strangles.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 8, p. 1149, doi. 10.1080/14697688.2013.770159
- By:
- Publication type:
- Article
7
Sensitivities of options via Malliavin calculus: applications to markets of exponential Variance Gamma and Normal Inverse Gaussian processes.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 8, p. 1257, doi. 10.1080/14697688.2012.756604
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- Publication type:
- Article
8
Log Student’s t -distribution-based option sensitivities: Greeks for the Gosset formulae.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 8, p. 1289, doi. 10.1080/14697688.2012.744087
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- Publication type:
- Article
9
A closed-form approximation for valuing European basket warrants under credit risk and interest rate risk.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 8, p. 1211, doi. 10.1080/14697688.2012.741693
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- Publication type:
- Article
10
Are Chinese warrants derivatives? Evidence from connections to their underlying stocks.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 8, p. 1225, doi. 10.1080/14697688.2012.740570
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- Publication type:
- Article
11
The bid–ask spread of bank-issued options: a quantile regression analysis.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 8, p. 1241, doi. 10.1080/14697688.2012.728006
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- Publication type:
- Article
12
Using relative returns to accommodate fat-tailed innovations in processes and option pricing.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 8, p. 1185, doi. 10.1080/14697688.2012.727462
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- Publication type:
- Article
13
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 8, p. 1317, doi. 10.1080/14697688.2011.594080
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- Publication type:
- Article
14
Computation of Greeks for asset price dynamics driven by stable and tempered stable processes.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 8, p. 1303, doi. 10.1080/14697688.2011.589403
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- Publication type:
- Article