Found: 6
Select item for more details and to access through your institution.
A TWO-FACTOR JUMP-DIFFUSION MODEL FOR PRICING CONVERTIBLE BONDS WITH DEFAULT RISK.
- Published in:
- International Journal of Theoretical & Applied Finance, 2016, v. 19, n. 6, p. -1, doi. 10.1142/S0219024916500461
- By:
- Publication type:
- Article
ON THE HESTON MODEL WITH STOCHASTIC CORRELATION.
- Published in:
- International Journal of Theoretical & Applied Finance, 2016, v. 19, n. 6, p. -1, doi. 10.1142/S0219024916500333
- By:
- Publication type:
- Article
INVESTOR'S SENTIMENT IN MULTI-AGENT MODEL OF THE CONTINUOUS DOUBLE AUCTION.
- Published in:
- International Journal of Theoretical & Applied Finance, 2016, v. 19, n. 6, p. -1, doi. 10.1142/S0219024916500400
- By:
- Publication type:
- Article
MODERN MONETARY CIRCUIT THEORY, STABILITY OF INTERCONNECTED BANKING NETWORK, AND BALANCE SHEET OPTIMIZATION FOR INDIVIDUAL BANKS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2016, v. 19, n. 6, p. -1, doi. 10.1142/S0219024916500345
- By:
- Publication type:
- Article
ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2016, v. 19, n. 6, p. -1, doi. 10.1142/S0219024916500382
- By:
- Publication type:
- Article
A NOTE ON UTILITY INDIFFERENCE PRICING.
- Published in:
- International Journal of Theoretical & Applied Finance, 2016, v. 19, n. 6, p. -1, doi. 10.1142/S0219024916500370
- By:
- Publication type:
- Article