Publisher： Springer Publishing Company
Founded in： 1996
Total resources： 14
E-ISSN： 1573-7144
ISSN： 1380-6645
Subject： F8 Finances
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Review of Derivatives Research
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Does modeling framework matter? A comparative study of structural and reduced-form models
By Gündüz Yalin,Uhrig-Homburg Marliese in (2014)
Review of Derivatives Research , Vol. 17, Iss. 1, 2014-04 , pp.
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An analytical approach for systematic risk sensitivity of structured finance products
By Claußen Arndt,Löhr Sebastian,Rösch Daniel in (2014)
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Review of Derivatives Research , Vol. 16, Iss. 1, 2013-04 , pp.The α VG model for multivariate asset pricing: calibration and extension
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Review of Derivatives Research , Vol. 16, Iss. 1, 2013-04 , pp.Parametric modeling of implied smile functions: a generalized SVI model
Review of Derivatives Research , Vol. 16, Iss. 1, 2013-04 , pp.The performance of model based option trading strategies
Review of Derivatives Research , Vol. 16, Iss. 1, 2013-04 , pp.A binomial approximation for two-state Markovian HJM models
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