Works matching IS 24247863 AND DT 2020 AND VI 7 AND IP 4

Results: 14

Author Index.

Published in:: International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320990017
Publication type:: Article

Modeling and pricing with a random walk in random environment.

Published in:

International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S242478632050053X

By:

Castro, Isabel;
Pacheco, Carlos G.

Publication type:

Article

Weather derivatives for managing weather and climate risk in agriculture.

Published in:

International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500498

By:

Gyamerah, Samuel Asante;
Ngare, Philip;
Ikpe, Dennis

Publication type:

Article

Multi-asset generalized variance swaps in Barndorff-Nielsen and Shephard model.

Published in:

International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500516

By:

Biswas, Subhojit;
Mukherjee, Diganta;
SenGupta, Indranil

Publication type:

Article

A simple closed-form approximation for constant elasticity of variance spread options.

Published in:

International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500474

By:

Lo, C. F.;
Zheng, X. F.

Publication type:

Article

On the consistency of jump-diffusion dynamics for FX rates under inversion.

Published in:

International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500462

By:

Graceffa, Federico;
Brigo, Damiano;
Pallavicini, Andrea

Publication type:

Article

Investor sentiment and the risk-return tradeoff.

Published in:

International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500437

By:

Amiri, Mohamed Marouen;
Naoui, Kamel;
Derbali, Abdelkader;
Sassi, Mounir Ben

Publication type:

Article

Capturing implied correlation skew from options prices via multiscale stochastic volatility models.

Published in:

International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500425

By:

Pellegrino, T.

Publication type:

Article

Formal financial penetration and households' welfare in Pakistan.

Published in:

International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500413

By:

Naz, Mariam;
Iftikhar, Syed Faizan;
Fatima, Ambreen

Publication type:

Article

Predicting financial distress of Zimbabwean banks.

Published in:

International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500395

By:

Moyo, Isabel Linda;
Gumbo, Victor;
Chikodza, Eriyoti;
Jones, Brian

Publication type:

Article

Financial inclusion and bank stability controversy: Evidence from South Asian region.

Published in:

International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500383

By:

Alvi, Muhammad Amir;
Rafique, Amir;
Shehzad, Khurram

Publication type:

Article

Dynamic conditional betas and equity returns.

Published in:

International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500358

By:

Terregrossa, Salvatore Joseph;
Eraslan, Veysel

Publication type:

Article

Does business cycle heterogeneously impact on banks' capital buffers, risk and financial stability in BRIC economies?

Published in:

International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500322

By:

Moudud-Ul-Huq, Syed;
Islam, Md. Nazmul;
Khan, Abdul Gaffar;
Ali, Md. Rostam;
Biswas, Tanmay;
Chakrabarty, Brishti

Publication type:

Article

A Hilbert transform approach for controlled jump-diffusions with financial applications.

Published in:

International Journal of Financial Engineering, 2020, v. 7, n. 4, p. N.PAG, doi. 10.1142/S2424786320500279

By:

Ge, Yingming;
Li, Lingfei

Publication type:

Article