Annals of Finance

Volume 13, Issue 1

February 2017

5 articles in this issue

A simple efficient approximation to price basket stock options with volatility smile
Ping Wu
Robert J. Elliott
Research Article 30 January 2017 Pages: 1 - 29
Banking competition and welfare
Marcella Lucchetta
Research Article 30 November 2016 Pages: 31 - 53
Does the Hurst index matter for option prices under fractional volatility?
Hideharu Funahashi
Masaaki Kijima
Research Article 22 December 2016 Pages: 55 - 74
Threat of termination and firm innovation
Shahbaz Sheikh
Research Article 22 December 2016 Pages: 75 - 95
Portfolio selections under mean-variance preference with multiple priors for means and variances
Yuki Shigeta
Research Article 29 December 2016 Pages: 97 - 124