Ausgabe 3/2020
Inhalt (4 Artikel)
Portfolio construction using bootstrapping neural networks: evidence from global stock market
Hsiao-Fen Hsiao, Jiang-Chuan Huang, Zheng-Wei Lin
A note on options and bubbles under the CEV model: implications for pricing and hedging
José Carlos Dias, João Pedro Vidal Nunes, Aricson Cruz
Open Access
Computing valuation adjustments for counterparty credit risk using a modified supervisory approach
Patrick Büchel, Michael Kratochwil, Daniel Rösch
Open Access
Option-implied information: What’s the vol surface got to do with it?
Maxim Ulrich, Simon Walther