Volatility and Dividends - Volatility Modelling with Cash Dividends and Simple Credit Risk-Reference-Cited by-同舟云学术

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

Published:2010 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Buehler Hans

Publisher

Elsevier BV

Reference17 articles.

1. Equity Hybrid Derivatives

2. Hazard rate for credit risk and hedging defaultable contingent claims;C Blanchet-Scalliet;WP,2002

3. Stochastic Proportional Dividends

4. Expensive Martingales;H Buehler;Quantitative Finance,2006

5. Volatility Markets: Consistent modeling, hedging and practical implementation of Variance Curve Market Models, Forthcoming extension of the dissertation;H Buehler;Original Dissertation,2009

Cited by 22 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Neural network empowered liquidity pricing in a two-price economy under conic finance settings;Quantitative Finance;2024-08-29

2. Analytical conversion between implied volatilities based on different dividend models;Journal of Computational Finance;2022

3. Closed Form Option Pricing for Stocks with Fixed Dividends;SSRN Electronic Journal;2021

4. A class of mesh-free algorithms for mathematical finance, machine learning and fluid dynamics;SSRN Electronic Journal;2021

5. A term structure model for dividends and interest rates;Mathematical Finance;2020-06-16

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