O Zhylyevskyy - Review of Derivatives Research, 2010 - Springer
Abstract This paper develops a non-finite-difference-based method of American option
pricing under stochastic volatility by extending the Geske-Johnson compound option
scheme. The characteristic function of the underlying state vector is inverted to obtain the ...
O Zhylyevskyy - Computing in economics and finance, Society for …, 2005 - repec.org
Theoretical research on option valuation tends to focus on pricing the plain%vanilla
European%style derivatives. Duffi e, Pan, and Singleton (2000) have recently developed a general
transform method to determine the value of European options for a broad class of the ...
[CITATION] A Bad Peace or a Good War: A Structural Model of Marital Conflict
O Zhylyevskyy - 2008 - Ph. D. dissertation, University of …
O Zhylyevskyy - 2009 - gradworks.umi.com
Abstract: The optimal balance between keeping marriages intact, despite sustained conflict,
or allowing for divorce continues to be a subject of policy debate, even after years of
changes to divorce laws. To understand the tradeoffs, I construct a structural game ...
[CITATION] Impact of Idiosyncratic Volatility on Stock Returns: A Cross-Sectional Study
S Khovansky… - 2012
G Ellis, N Khmilevska… - econ.duke.edu
Abstract The automobile pact between AvtoZAZ and the Ukrainian government, on the one
hand, and DAEWOO, on the other, is examined to determine how the social welfare costs
might be measured and what those costs, roughly put, might be. The study explores the ...
O Zhylyevskyy - Journal of Biophysical Chemistry, 2012 - scirp.org
ABSTRACT Heston's stochastic volatility model is frequently employed by finance
researchers and practitioners. Fast pricing of European-style options in this setting has
considerable practical significance. This paper derives a computationally efficient formula ...
O Zhylyevskyy - Journal of Monetary Economics, 2010 - Elsevier
The two leading explanations for the counterintuitive behavior of interest rates during the
Greenback Era (1862–1878)–the resumption expectations model of Calomiris (1988) and
the capital flow argument of Friedman and Schwartz (1963)–are inconsistent with each ...
[CITATION] DETERMINANTS OF REGIONAL ECONOMIC GROWTH IN UKRAINE
V Tsyrennikov…
S Khovansky… - Staff General Research …, 2011 - econpapers.repec.org
By Serguey Khovansky and Oleksandr Zhylyevskyy; What Can We Learn from a Cross-Section
of Returns? An Investigation of Idiosyncratic Volatility Range. ... An Investigation of Idiosyncratic
Volatility Range. Serguey Khovansky and Oleksandr Zhylyevskyy. ...
Z Oleksandr - 2002 - kse.org.ua
Education is primarily an investment good. Once highly questioned, this statement has by
the end of the twentieth century won almost unequivocal recognition from the laity. At the
same time, human capital theory, which focuses on investment into various skills and ...
S Khovansky… - 2012 - econ.iastate.edu
Abstract We apply a new econometric method—the generalized method of moments under a
common shock—to estimate idiosyncratic volatility premium and average idiosyncratic stock
volatility. In contrast to the popular two-pass estimation approach of Fama and MacBeth ( ...
O Zhylyevskyy… - 2010 - card.iastate.edu
Abstract Facilitating healthy eating among young people, particularly among minorities who
are at high risk for gaining excess weight, is at the forefront of the current policy discussions
in the US We investigate the effects of social interactions and relative prices on fruit and ...
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