Applied Mathematical Finance, Volume 30, Issue 5 (2023)

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Applied Mathematical Finance, Volume 30, Issue 5 (2023)

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Research Article

Article
Buy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints
Alejandro Balbás, Beatriz Balbás & Raquel Balbás
Pages: 231-248
Published online: 25 Feb 2024
AbstractforBuy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints | Full Text | References | PDF (1.3 MB) | EPUB
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Article
On the Implied Volatility of Asian Options Under Stochastic Volatility Models
Elisa Alòs, Eulalia Nualart & Makar Pravosud
Pages: 249-274
Published online: 12 May 2024
AbstractforOn the Implied Volatility of Asian Options Under Stochastic Volatility Models | Full Text | References | PDF (2.4 MB) | EPUB
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