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A CLOSED-FORM SOLUTION FOR THE GLOBAL QUADRATIC HEDGING OF OPTIONS UNDER GEOMETRIC GAUSSIAN RANDOM WALKS
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Godin, Frédéric
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Institutional Investor, Inc
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2019
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| 2 |
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A GENERAL ACCURATE APPROXIMATION FOR PRICING AND HEDGING BASKET OPTIONS WITH EXACT MOMENT MATCHING
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Wu, Feifan; Diao, Xundi; Wu, Chongfeng
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Institutional Investor, Inc
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2019
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| 3 |
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A Payment Security Mechanism for Off-Taker Risk in Renewable Energy Projects in India
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Shrimali, Gireesh; Singh, Vaibhav Pratap; Atal, Vinit
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Institutional Investor, Inc
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2019
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| 4 |
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A SIMPLE ACCURATE BINOMIAL TREE FOR PRICING OPTIONS ON STOCKS WITH KNOWN DOLLAR DIVIDENDS
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Guo, Shuxin; Liu, Qiang
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Institutional Investor, Inc
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2019
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| 5 |
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A STOCHASTIC-VOLATILITY MODEL FOR PRICING POWER VARIANTS OF EXCHANGE OPTIONS
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Xia, Weixuan
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Institutional Investor, Inc
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2019
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| 6 |
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CURRENCY TARGET ZONES AS MIRRORED OPTIONS
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Lera, Sandro Claudio; Leiss, Matthias; Sornette, Didier
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Institutional Investor, Inc
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2019
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| 7 |
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EVOLUTION OF REAL ESTATE DERIVATIVES AND THEIR PRICING
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Fabozzi, Frank J.; Shiller, Robert J.; Tunaru, Radu S.
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Institutional Investor, Inc
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2019
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| 8 |
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EXACT REPLICATION OF THE BEST REBALANCING RULE IN HINDSIGHT
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Garivaltis, Alex
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Institutional Investor, Inc
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2019
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| 9 |
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INTERRELATIONS AMONG CROSS-CURRENCY BASIS SWAP SPREADS: PRE- AND POST-CRISIS ANALYSIS
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Ibhagui, Oyakhilome
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Institutional Investor, Inc
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2019
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| 10 |
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LIBOR Replacement—The Long and Winding Road
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Hughes, Thomas M.
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Institutional Investor, Inc
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2019
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| 11 |
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LONG AND SHORT MEMORY IN THE RISK-NEUTRAL PRICING PROCESS
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Kim, Young Shin; Jiang, Danling; Stoyanov, Stoyan
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Institutional Investor, Inc
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2019
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| 12 |
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Model House Price Volatilities: Spatial and Temporal Structure
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Zhang, Jiawei; Zhang, Lihua
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Institutional Investor, Inc
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2019
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| 13 |
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Mortgage Modifications for Government Loans: New Tools Needed for a Higher Rate Environment
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Goodman, Laurie S.; Kaul, Karan
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Institutional Investor, Inc
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2019
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| 14 |
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NUMERAIRE DEPENDENCE IN RISK-NEUTRAL PROBABILITIES OF EVENT OUTCOMES
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Hanke, Michael; Poulsen, Rolf; Weissensteiner, Alex
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Institutional Investor, Inc
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2019
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| 15 |
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PRICING BERMUDAN VARIANCE SWAPTIONS USING MULTINOMIAL TREES
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Zhao, Honglei; Chatterjee, Rupak; Lonon, Thomas; Florescu, Ionuţ
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Institutional Investor, Inc
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2019
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| 16 |
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RANGE-CURTAILING FOR OPTIONS WITH DISCRETE DIVIDEND PAYMENTS UNDER GENERAL DIFFUSIONS
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Thakoor, Deeveya; Bhuruth, Muddun
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Institutional Investor, Inc
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2019
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| 17 |
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Simple Correlated Binomial Portfolio Loss Distribution
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Pimbley, Joseph M.
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Institutional Investor, Inc
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2019
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| 18 |
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THE DETERMINANTS OF CoCo BOND PRICES
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Khah, Sara Abed Masror; Vermaelen, Theo; Wolff, Christian C. P.
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Institutional Investor, Inc
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2019
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| 19 |
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The Framework for Seeking Alpha in the Global Securitization Market
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Chen, Tracy
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Institutional Investor, Inc
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2019
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| 20 |
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The Role of ABS CDOs in the Financial Crisis
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Cordell, Larry; Feldberg, Greg; Sass, Danielle
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Institutional Investor, Inc
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2019
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