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A MAXIMAL PREDICTABILITY PORTFOLIO USING DYNAMIC FACTOR SELECTION STRATEGY.
- Published in:
- International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 3, p. 355, doi. 10.1142/S0219024910005802
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- Article
EXACT PRICING ASYMPTOTICS OF INVESTMENT-GRADE TRANCHES OF SYNTHETIC CDO'S:: A LARGE HOMOGENEOUS POOL.
- Published in:
- International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 3, p. 367, doi. 10.1142/S0219024910005814
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- Article
A MULTILEVEL APPROACH TO SOLVING THE BLACK–SCHOLES EQUATION.
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- International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 3, p. 403, doi. 10.1142/S0219024910005826
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- Article
A GENERALIZED NORMAL MEAN-VARIANCE MIXTURE FOR RETURN PROCESSES IN FINANCE.
- Published in:
- International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 3, p. 415, doi. 10.1142/S0219024910005838
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- Article
VALUATION OF COMPOUND OPTION WHEN THE UNDERLYING ASSET IS NON-TRADABLE.
- Published in:
- International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 3, p. 441, doi. 10.1142/S021902491000584X
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- Article
UTILITY MAXIMIZATION IN AFFINE STOCHASTIC VOLATILITY MODELS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 3, p. 459, doi. 10.1142/S0219024910005851
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- Article
REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING.
- Published in:
- International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 3, p. 479, doi. 10.1142/S0219024910005863
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- Article