We consider the problem of transforming values from a flow time series observed over varying time intervals into values that cover calendar intervals such as day, week, month, quarter and year. We ...

This is a preview. Log in through your library . Abstract This study introduces a flexible nonlinear semiparametric spline model, new to solvency studies, as a tool for managerial discretion and ...

Testing several approaches for implied volatility modeling and forecasting. Design/methodology/approach – Comparative ...