Correlation and the pricing of risks.
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- Annals of Finance, 2007, v. 3, n. 4, p. 411, doi. 10.1007/s10436-006-0063-x
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Works matching IS 16142446 AND DT 2007 AND VI 3 AND IP 4
Results: 4
1
2
On the positive fundamental value of money with short-sale constraints.
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- Annals of Finance, 2007, v. 3, n. 4, p. 455, doi. 10.1007/s10436-006-0060-0
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- Publication type:
- Article
3
Maximum likelihood estimation of the double exponential jump-diffusion process.
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- Annals of Finance, 2007, v. 3, n. 4, p. 487, doi. 10.1007/s10436-006-0062-y
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- Publication type:
- Article
4
Duration, factor sensitivities, and interest rate Greeks.
- Published in:
- Annals of Finance, 2007, v. 3, n. 4, p. 471, doi. 10.1007/s10436-006-0055-x
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- Publication type:
- Article