Information Processing of Foreign Exchange News: Extending the Overshooting Model to Include Qualitative Information from News Sentiment
- 期刊名称SSRN Electronic Journal
- 作者Feuerriegel, Stefan; Wolff, Georg; Neumann, Dirk
- 电子ISSN1556-5068
- 文件大小528.75KB
- 发表时间2015
- DOI10.2139/ssrn.2603435
Implied Vol for Any Local-Stochastic Vol ModelLorig, Matthew; Pagliarani, Stefano; Pascucci, Andrea · SSRN Electronic Journal · 2013
EXPLICIT IMPLIED VOLATILITIES FOR MULTIFACTOR LOCAL-STOCHASTIC VOLATILITY MODELSLorig, Matthew; Pagliarani, Stefano; Pascucci, Andrea · Mathematical Finance · 2015
A Taylor Series Approach to Pricing and Implied Vol for LSV ModelsLorig, Matthew; Pagliarani, Stefano; Pascucci, Andrea · SSRN Electronic Journal · 2013
A family of density expansions for Lévy-type processesLorig, Matthew; Pagliarani, Stefano; Pascucci, Andrea · The Annals of Applied Probability · 2015
Pricing approximations and error estimates for local Lévy-type models with defaultLorig, Matthew; Pagliarani, Stefano; Pascucci, Andrea · Computers & Mathematics with Applications · 2015
The Economics of Credit CardsZywicki, Todd J. · SSRN Electronic Journal · 2000
Fraudulent Accounting and Other Doping GamesBerentsen, Aleksander; Lengwiler, Yvan · SSRN Electronic Journal · 2003
A Creepy WorldSornette, Didier; Cauwels, Peter · SSRN Electronic Journal · 2013
Capital Structure ChoicesFama, Eugene F.; French, Kenneth R. · SSRN Electronic Journal · 2011
Crowdfunding: Disintermediated Investment BankingRubinton, Brian J. · SSRN Electronic Journal · 2011
Exporting and ProductivityBernard, Andrew B.; Jensen, J. Bradford Bradford · SSRN Electronic Journal · 1999
Minimum Variance Portfolio CompositionClarke, Roger; de Silva, Harindra; Thorley, Steven · SSRN Electronic Journal · 2010
Habits and HumpsKraft, Holger; Munk, Claus; Seifried, Frank Thomas; Wagner, Sebastian · SSRN Electronic Journal · 2013