Asset pricing under general collateralization.
- Published in:
- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500190
- By:
- Publication type:
- Article
Works matching IS 24247863 AND DT 2017 AND VI 4 AND IP 2/3
Results: 22
1
2
Performance of banking industry in Bangladesh: Insights of CAMEL rating.
- Published in:
- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500062
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- Publication type:
- Article
3
Analytical pricing formulas for discretely sampled generalized variance swaps under stochastic time change.
- Published in:
- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500281
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- Publication type:
- Article
4
A new S.D.E. and instantaneous mean reversion rate formula (presented via a numerical empirical model comparison).
- Published in:
- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500293
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- Publication type:
- Article
5
Security issuance and price impact under loss aversion.
- Published in:
- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500360
- By:
- Publication type:
- Article
6
Style analysis with particle filtering and generalized simulated annealing.
- Published in:
- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500372
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- Publication type:
- Article
7
Approximate pricing of European and Barrier claims in a local-stochastic volatility setting.
- Published in:
- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500189
- By:
- Publication type:
- Article
8
Pricing European options and risk measurement under exponential Lévy models - a practical guide.
- Published in:
- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500165
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- Publication type:
- Article
9
Implied prepayment in agency passing-through mortgage backed securities.
- Published in:
- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500232
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- Publication type:
- Article
10
Pricing spread options by generalized bivariate edgeworth expansion.
- Published in:
- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500177
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- Publication type:
- Article
11
A comparison of option pricing models.
- Published in:
- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500244
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- Publication type:
- Article
12
Introducing an analytical solution and an improved one-factor gaussian copula model for the pricing of heterogeneous CDOs.
- Published in:
- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500384
- By:
- Publication type:
- Article
13
Negative interest rates effects on option pricing: Back to basics?
- Published in:
- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500347
- By:
- Publication type:
- Article
14
Banks' capital regulation and risk: Does bank vary in size? Empirical evidence from Bangladesh.
- Published in:
- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500256
- By:
- Publication type:
- Article
15
Optimal execution of limit and market orders with trade director, speed limiter, and fill uncertainty.
- Published in:
- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500207
- By:
- Publication type:
- Article
16
Pólya-based approximation for the ATM-forward implied volatility.
- Published in:
- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500323
- By:
- Publication type:
- Article
17
Efficient valuation and exercise boundary of American fractional lookback option in a mixed jump-diffusion model.
- Published in:
- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500335
- By:
- Publication type:
- Article
18
Do market competition and development indicators matter for banks' risk, capital, and efficiency relationship?
- Published in:
- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S242478631750027X
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- Publication type:
- Article
19
Revenue-based lending for SMEs.
- Published in:
- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500359
- By:
- Publication type:
- Article
20
Game options approach in company radical technological innovation with generalized poisson jump process.
- Published in:
- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500311
- By:
- Publication type:
- Article
21
Dynamic mean variance asset allocation: Tests for robustness.
- Published in:
- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500219
- By:
- Publication type:
- Article
22
Hedging and pricing illiquid options with market impacts.
- Published in:
- International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S242478631750030X
- By:
- Publication type:
- Article