Results 151 to 160 of about 598,241 (259)
An Algorithm for the Pricing and Timing of the Option to make a Two-Stage Investment with Credit Guarantees. [PDF]
Comput Econ, 2022 Dong L, Yang Z.
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A Closed-Form Exact Solution for Pricing Variance Swaps With Stochastic Volatility
, 2008 Song‐Ping Zhu, Guanghua Lian
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Stress relief? Funding structures and resilience to the covid shock. [PDF]
J Monet Econ, 2023 Forbes K, Friedrich C, Reinhardt D.
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Valuing Volatility and Variance Swaps for a Non‐Gaussian Ornstein–Uhlenbeck Stochastic Volatility Model [PDF]
, 2007 Fred Espen Benth +2 more
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Modern finance through quantum computing-A systematic literature review. [PDF]
PLoS OneBunescu L, Vârtei AM.
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The Impact of Monetary Policy on the U.S. Stock Market since the COVID-19 Pandemic
, 2023 Thorbecke W.
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Evolutionary dynamics of hyperbolic language. [PDF]
PLoS Comput Biol, 2023 Krieger MS.
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Variance, volatility swaps and hedging your equity portfolio [PDF]
, 2007 Stephen Satchell
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Cost stickiness, absorbed slack and enterprise risks: Evidence from China. [PDF]
PLoS OneBinhua Q, Boyuan Y.
europepmc +1 more source