Robustness and sensitivity analyses of rough Volterra stochastic volatility models.
- Published in:
- Annals of Finance, 2023, v. 19, n. 4, p. 523, doi. 10.1007/s10436-023-00433-2
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- Publication type:
- Article
Works matching IS 16142446 AND DT 2023 AND VI 19 AND IP 4
Results: 5
1
2
Nonparametric estimates of option prices via Hermite basis functions.
- Published in:
- Annals of Finance, 2023, v. 19, n. 4, p. 477, doi. 10.1007/s10436-023-00431-4
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- Publication type:
- Article
3
What can monetary policy tell us about Bitcoin?
- Published in:
- Annals of Finance, 2023, v. 19, n. 4, p. 545, doi. 10.1007/s10436-023-00432-3
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- Publication type:
- Article
4
The kind of silence: managing a reputation for voluntary disclosure in financial markets.
- Published in:
- Annals of Finance, 2023, v. 19, n. 4, p. 419, doi. 10.1007/s10436-023-00430-5
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- Publication type:
- Article
5
The value of expected return persistence.
- Published in:
- Annals of Finance, 2023, v. 19, n. 4, p. 449, doi. 10.1007/s10436-023-00428-z
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- Publication type:
- Article