Volume 22, Issue 3 | Review of Derivatives Research

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Volume 22, Issue 3

October 2019

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4 articles in this issue

Implied risk aversion: an alternative rating system for retail structured products
H. Fink
S. Geissel
F. T. Seifried
OriginalPaper 04 January 2019 Pages: 357 - 387
Empirical performance of reduced-form models for emission permit prices
Steffen Hitzemann
Marliese Uhrig-Homburg
OriginalPaper 11 January 2019 Pages: 389 - 418
Valuation of an option using non-parametric methods
Shu Ling Chiang
Ming Shann Tsai
OriginalPaper 22 January 2019 Pages: 419 - 447
Option-implied Value-at-Risk and the cross-section of stock returns
Manuel Ammann
Alexander Feser
OriginalPaper 04 March 2019 Pages: 449 - 474