Pages that link to "Item:Q4845150"
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The following pages link to Stochastic equity volatility related to the leverage effect (Q4845150):
Displaying 11 items.
- On leverage in a stochastic volatility model (Q262831) (← links)
- Leverage as a predictor for real activity and volatility (Q310975) (← links)
- On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models (Q2205825) (← links)
- Analysis of volatility feedback and leverage effects on the ISE30 index using high frequency data (Q2349603) (← links)
- A TRANSACTION COST CONVERGENCE RESULT FOR GENERAL HEDGING STRATEGIES (Q2746224) (← links)
- Leverage causes fat tails and clustered volatility (Q2869960) (← links)
- The risk-shifting effect and the value of a warrant (Q3064022) (← links)
- Stochastic equity volatility and the capital structure of the firm (Q4698070) (← links)
- (Q4791402) (← links)
- Stochastic equity volatility related to the leverage effect II: valuation of European equity options and warrants (Q4994397) (← links)
- Black-Scholes approximation of warrant prices: slight return in a low interest rate environment (Q6547038) (← links)
