Model-Based Pricing for Financial Derivatives

Journal of Econometrics - Netherlands
doi 10.1016/j.jeconom.2015.02.030
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Pricing of Financial Derivatives via Simulation

English

Modeling and Pricing in Financial Markets for Weather Derivatives

Advanced Series on Statistical Science & Applied Probability
2012English

Financial Derivatives, Financial Leverage, Intangible Assets, and Transfer Pricing Aggressiveness: Evidence From Indonesian Companies

Jurnal Dinamika Akuntansi dan Bisnis
2020English

Enhanced Capital-Asset Pricing Model for the Reconstruction of Bipartite Financial Networks

Physical review. E
Nonlinear PhysicsProbabilityStatisticsCondensed Matter PhysicsStatistical
2017English

A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives

SSRN Electronic Journal
2007English

The Affine Heston Model With Correlated Gaussian Interest Rates for Pricing Hybrid Derivatives

Quantitative Finance
EconomicsEconometricsFinance
2011English

Derivatives Pricing Under Beta Stochastic Volatility Model Using ADI Schemes

Applied Mathematical Sciences
Applied Mathematics
2018English

A Pricing Model for Group Buying Based on Network Effects

PLoS ONE
Multidisciplinary
2019English

Financial Contagion and Asset Pricing

Journal of Banking and Finance
EconomicsEconometricsFinance
2014English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy