An exact and explicit implied volatility inversion formula.
- Published in:
- International Journal of Financial Engineering, 2018, v. 5, n. 3, p. N.PAG, doi. 10.1142/S2424786318500329
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- Publication type:
- Article
Works matching IS 24247863 AND DT 2018 AND VI 5 AND IP 3
Results: 11
1
2
Weighted average price management of manufacturer sales on commodity exchanges.
- Published in:
- International Journal of Financial Engineering, 2018, v. 5, n. 3, p. N.PAG, doi. 10.1142/S2424786318500299
- By:
- Publication type:
- Article
3
The source of error behavior for the solution of Black–Scholes PDE by finite difference and finite element methods.
- Published in:
- International Journal of Financial Engineering, 2018, v. 5, n. 3, p. N.PAG, doi. 10.1142/S2424786318500287
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- Publication type:
- Article
4
Optimal dynamic pairs trading of futures under a two-factor mean-reverting model.
- Published in:
- International Journal of Financial Engineering, 2018, v. 5, n. 3, p. N.PAG, doi. 10.1142/S2424786318500275
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- Publication type:
- Article
5
Pricing multi-asset American option under Heston stochastic volatility model.
- Published in:
- International Journal of Financial Engineering, 2018, v. 5, n. 3, p. N.PAG, doi. 10.1142/S2424786318500263
- By:
- Publication type:
- Article
6
Corporate governance, earnings management and the value-relevance of accounting information: Evidence from Pakistan.
- Published in:
- International Journal of Financial Engineering, 2018, v. 5, n. 3, p. N.PAG, doi. 10.1142/S2424786318500251
- By:
- Publication type:
- Article
7
Who would invest only in the risk-free asset?.
- Published in:
- International Journal of Financial Engineering, 2018, v. 5, n. 3, p. N.PAG, doi. 10.1142/S242478631850024X
- By:
- Publication type:
- Article
8
Pricing in-arrears caps and ratchet caps under LIBOR market model with multiplicative basis.
- Published in:
- International Journal of Financial Engineering, 2018, v. 5, n. 3, p. N.PAG, doi. 10.1142/S2424786318500238
- By:
- Publication type:
- Article
9
Optimal asset allocation for a bank under risk control.
- Published in:
- International Journal of Financial Engineering, 2018, v. 5, n. 3, p. N.PAG, doi. 10.1142/S2424786318500226
- By:
- Publication type:
- Article
10
A hybrid computational approach for option pricing.
- Published in:
- International Journal of Financial Engineering, 2018, v. 5, n. 3, p. N.PAG, doi. 10.1142/S2424786318500214
- By:
- Publication type:
- Article
11
Do competition and development indicators heterogeneously affect risk and capital? Evidence from Asian banks.
- Published in:
- International Journal of Financial Engineering, 2018, v. 5, n. 3, p. N.PAG, doi. 10.1142/S2424786318500172
- By:
- Publication type:
- Article