SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Volatility and Dividends - Volatility Modelling with Cash Dividends and Simple Credit Risk · Study

PreprintShelves

PreprintVolatility and Dividends - Volatility Modelling with Cash Dividends and Simple Credit Risk

Hans Buehler2008

OA

Preprintgreen2008

Volatility and Dividends - Volatility Modelling with Cash Dividends and Simple Credit Risk

29 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 29 citations exist upstream.

References

2003Options, Futures and Other Derivatives 2008A General Version of the Fundamental Theorem of Asset Pricing (1994)1994A general version of the fundamental theorem of asset pricing 2006The Volatility Surface: A Practitioner's Guide 2004THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES 2004Hazard rate for credit risk and hedging defaultable contingent claims 2006Efficient Pricing of Derivatives on Assets with Discrete Dividends 2007Equity Hybrid Derivatives

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2004ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applicationsarticle · 3 shared references 2009From implied to spot volatilitiesarticle · 3 shared references 2013ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPSarticle · 3 shared references 2009Immersion Property and Credit Risk Modellingchapter · 3 shared references 2010On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in Viewarticle · 3 shared references 2010Option pricing with quadratic volatility: a revisitarticle · 3 shared references

Details

Year2008

Typepreprint

Published2008-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations29

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.2139/ssrn.1141877

openalex_workW2166807945

Links

Imported from OpenAlex (CC0) — nothing here is generated.