Volume 15; Issue 1

Quantitative Finance

Volume 15; Issue 1
1

Nonlinear Option Pricing

Wang, Tai-Ho
Journal:
Quantitative Finance
Année:
2015
Langue:
english
Fichier:
PDF, 175 KB
english, 2015
2

Systematic scenario selection: stress testing and the nature of uncertainty

Flood, Mark D., Korenko, George G.
Journal:
Quantitative Finance
Année:
2015
Langue:
english
Fichier:
PDF, 1.57 MB
english, 2015
3

Multiscale exponential Lévy-type models

Lorig, Matthew, Lozano-Carbassé, Oriol
Journal:
Quantitative Finance
Année:
2015
Langue:
english
Fichier:
PDF, 321 KB
english, 2015
4

Stress scenario selection by empirical likelihood

Glasserman, Paul, Kang, Chulmin, Kang, Wanmo
Journal:
Quantitative Finance
Année:
2015
Langue:
english
Fichier:
PDF, 816 KB
english, 2015
5

The DNA of security return

Han, Changho
Journal:
Quantitative Finance
Année:
2015
Langue:
english
Fichier:
PDF, 957 KB
english, 2015
6

Strategic commodity allocation

Six, Pierre
Journal:
Quantitative Finance
Année:
2015
Langue:
english
Fichier:
PDF, 1.60 MB
english, 2015
8

A parallel wavelet-based pricing procedure for Asian options

Corsaro, S., Marazzina, D., Marino, Z.
Journal:
Quantitative Finance
Année:
2015
Langue:
english
Fichier:
PDF, 990 KB
english, 2015
9

Liquidity premium in the presence of stock market crises and background risk

Isaenko, Sergey, Zhong, Rui
Journal:
Quantitative Finance
Année:
2015
Langue:
english
Fichier:
PDF, 285 KB
english, 2015
10

Convertible bond valuation in a jump diffusion setting with stochastic interest rates

Ballotta, Laura, Kyriakou, Ioannis
Journal:
Quantitative Finance
Année:
2015
Langue:
english
Fichier:
PDF, 390 KB
english, 2015
11

Estimating the probability of multiple EU sovereign defaults using CDS and bond data

Pianeti, R., Giacometti, R.
Journal:
Quantitative Finance
Année:
2015
Langue:
english
Fichier:
PDF, 2.15 MB
english, 2015
12

Perverse timing or biased coefficients?

Alda, Mercedes, Vargas, María, Ferruz, Luis
Journal:
Quantitative Finance
Année:
2015
Langue:
english
Fichier:
PDF, 432 KB
english, 2015
13

Calendar

Journal:
Quantitative Finance
Année:
2015
Langue:
english
Fichier:
PDF, 221 KB
english, 2015