Recent Trends in Empirical Finance
- 期刊名称The Journal of Portfolio Management
- 作者López de Prado, Marcos
- 卷第42卷
- 期第1期
- 印刷ISSN0095-4918
- 电子ISSN2168-8656
- 文件大小2162.38KB
- 发表时间2015-10
- DOI10.3905/jpm.2015.42.1.029
- 页码29-33
Corporate Risk ManagementSmith, Clifford W · The Journal of Derivatives · 1995
Hedge Effectiveness Testing RevisitedKawaller, Ira G; Koch, Paul D · The Journal of Derivatives · 2013
Pricing and Hedging Volatility DerivativesBroadie, Mark; Jain, Ashish · The Journal of Derivatives · 2008
Volatility PatternsGesser, Vincent; Poncet, Patrice · The Journal of Derivatives · 1997
Why are Those Options Smiling?Ederington, Louis H; Guan, wei · The Journal of Derivatives · 2002
Generalized Binomial TreesJackwerth, Jens Carsten · The Journal of Derivatives · 1997
Valuing Credit Default Swaps IIHull, John C; White, Alan D · The Journal of Derivatives · 2001
Static Options ReplicationDerman, Emanuel; Ergener, Deniz; Kani, Iraj · The Journal of Derivatives · 1995