Results 131 to 140 of about 598,241 (259)

COVID-19 uncertainty, financial markets and monetary policy effects in case of two emerging Asian countries. [PDF]

Econ Anal Policy, 2023
Behera H, Gunadi I, Rath BN.
europepmc   +1 more source

Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility [PDF]

, 2009
Martin Forde, Antoine Jacquier
openalex   +1 more source

Cryptocurrency volatility markets. [PDF]

Digit Finance, 2021
Woebbeking F.
europepmc   +1 more source

Strategic Bidding of Retailers in Wholesale Markets: Continuous Intraday Markets and Hybrid Forecast Methods. [PDF]

Sensors (Basel), 2023
Algarvio H, Lopes F.
europepmc   +1 more source

A CLOSED-FORM PRICING FORMULA FOR VARIANCE SWAPS WITH MEAN-REVERTING GAUSSIAN VOLATILITY [PDF]

, 2014
Liwei Zhang
openalex   +1 more source

Exchange rates, credit default swaps and market volatility of emerging markets: Panel CS-ARDL approach

Borsa Istanbul Review
Using the panel-data approach with a sample of emerging countries, this study examines the relationship between exchange-rate movements from 2011 to 2022, on the one hand, and sovereign debt credit default swap (CDS) premiums and market volatility, on ...
Alan T. Wang, Chin-Chia Liang
doaj  

On the Hedging of Interest Rate Margins on Bank Demand Deposits. [PDF]

Comput Econ, 2022
Cherrat H, Prigent JL.
europepmc   +1 more source

Impact of rough stochastic volatility models on long-term life insurance pricing. [PDF]

Eur Actuar J, 2023
Dupret JL, Barbarin J, Hainaut D.
europepmc   +1 more source

RECURSIVE ALGORITHMS FOR PRICING DISCRETE VARIANCE OPTIONS AND VOLATILITY SWAPS UNDER TIME-CHANGED LÉVY PROCESSES [PDF]

, 2016
Wendong Zheng, Chi Hung Yuen, Yue Kuen Kwok   +2 more
openalex   +1 more source