CLOSED FORM SOLUTION FOR HESTON PDE BY GEOMETRICAL TRANSFORMATIONS Journal title: Asian Economic and Financial Review Authors: Mario Dell’Era| External Professor, Pisa University Subject(s): Economics, Finance and Financial Services
The Volatility Premium Risk: Valuation and Forecasting Journal title: Journal of Applied Quantitative Methods Authors: Bogdan NEGREA Subject(s):
Calculation of Option Prices using Methods of Spectral Analysis Journal title: Бізнес Інформ Authors: Ivan Burtnyak, Anna Malitskaya Subject(s):
Research of Ornstein-Uhlenbeck Process Using the Spectral Analysis Methods Journal title: Проблеми економіки Authors: Ivan Burtnyak, Hanna Malytska Subject(s):
The Dynamics of Sovereign Credit Default Swaps and the Evolution of the Financial Crisis in Selected Central European Economies Journal title: Finance a uver Authors: Agata Kilber Subject(s):
Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods Journal title: Finance a uver Authors: Milan Ficura, Jiri Witzany Subject(s):
Maximum Likelihood Estimation in Nonlinear Fractional Stochastic Volatility Model Journal title: Asian Research Journal of Mathematics Authors: Jaya P. N. Bishwal Subject(s):
The Effect of Uncertainty of Macroeconomic Indicators on Tehran Stock Exchange Return With an Approach of the TVP-SV Model Journal title: International Journal of Finance and Managerial Accounting Authors: Samaneh Tarighi, Taqi Torabi, Farhad Ghaffari, Abbas Memarnezhad Subject(s):
Medidas alternativas de volatilidad en el mercado de valores peruano Journal title: REVISTA DE ANÁLISIS ECONÓMICO Y FINANCIERO Authors: Rafael Nivin Valdiviezo Subject(s): Economics
