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Review of Derivatives Research

Issue 2/2017

Content (3 Articles)

Rainbow trend options: valuation and applications

Jr-Yan Wang, Hsiao-Chuan Wang, Yi-Chen Ko, Mao-Wei Hung

A four-factor stochastic volatility model of commodity prices

Max F. Schöne, Stefan Spinler

Implied volatility and skewness surface

Bruno Feunou, Jean-Sébastien Fontaine, Roméo Tédongap

Apr 17
Issue: 1/2017
Oct 17
Issue: 3/2017

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