Works matching IS 24247863 AND DT 2017 AND VI 4 AND IP 2/3
Results: 22
Asset pricing under general collateralization.
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- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500190
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- Article
Introducing an analytical solution and an improved one-factor gaussian copula model for the pricing of heterogeneous CDOs.
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- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500384
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- Article
Performance of banking industry in Bangladesh: Insights of CAMEL rating.
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- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500062
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- Article
A new S.D.E. and instantaneous mean reversion rate formula (presented via a numerical empirical model comparison).
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- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500293
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- Article
Security issuance and price impact under loss aversion.
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- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500360
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- Article
Style analysis with particle filtering and generalized simulated annealing.
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- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500372
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- Article
Analytical pricing formulas for discretely sampled generalized variance swaps under stochastic time change.
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- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500281
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- Article
Do market competition and development indicators matter for banks' risk, capital, and efficiency relationship?
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- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S242478631750027X
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- Article
Dynamic mean variance asset allocation: Tests for robustness.
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- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500219
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- Article
Implied prepayment in agency passing-through mortgage backed securities.
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- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500232
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- Article
A comparison of option pricing models.
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- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500244
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- Article
Game options approach in company radical technological innovation with generalized poisson jump process.
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- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500311
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- Article
Pricing European options and risk measurement under exponential Lévy models - a practical guide.
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- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500165
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- Article
Optimal execution of limit and market orders with trade director, speed limiter, and fill uncertainty.
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- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500207
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- Article
Pricing spread options by generalized bivariate edgeworth expansion.
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- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500177
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- Article
Banks' capital regulation and risk: Does bank vary in size? Empirical evidence from Bangladesh.
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- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500256
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- Article
Approximate pricing of European and Barrier claims in a local-stochastic volatility setting.
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- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500189
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- Article
Negative interest rates effects on option pricing: Back to basics?
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- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500347
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- Article
Revenue-based lending for SMEs.
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- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500359
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- Article
Hedging and pricing illiquid options with market impacts.
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- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S242478631750030X
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- Article
Pólya-based approximation for the ATM-forward implied volatility.
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- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500323
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- Publication type:
- Article
Efficient valuation and exercise boundary of American fractional lookback option in a mixed jump-diffusion model.
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- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500335
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- Article