Works matching IS 24247863 AND DT 2020 AND VI 7 AND IP 4
Results: 14
Modeling and pricing with a random walk in random environment.
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- International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S242478632050053X
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- Article
Author Index.
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- International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320990017
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- Article
Capturing implied correlation skew from options prices via multiscale stochastic volatility models.
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- International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500425
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- Article
Multi-asset generalized variance swaps in Barndorff-Nielsen and Shephard model.
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- International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500516
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- Article
A simple closed-form approximation for constant elasticity of variance spread options.
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- International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500474
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- Article
Predicting financial distress of Zimbabwean banks.
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- International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500395
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- Article
Investor sentiment and the risk-return tradeoff.
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- International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500437
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- Article
Weather derivatives for managing weather and climate risk in agriculture.
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- International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500498
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- Article
A Hilbert transform approach for controlled jump-diffusions with financial applications.
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- International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500279
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- Article
Formal financial penetration and households' welfare in Pakistan.
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- International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500413
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- Article
On the consistency of jump-diffusion dynamics for FX rates under inversion.
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- International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500462
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- Article
Financial inclusion and bank stability controversy: Evidence from South Asian region.
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- International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500383
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- Article
Dynamic conditional betas and equity returns.
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- International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500358
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- Article
Does business cycle heterogeneously impact on banks' capital buffers, risk and financial stability in BRIC economies?
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- International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500322
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- Article