FITTING DYNAMICALLY CONSISTENT FORWARD RATE CURVES: ALGORITHM AND COMPARISON.
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- International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 5/6, p. 1, doi. 10.1142/S0219024924500213
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- Article
Works matching IS 02190249 AND DT 2024 AND VI 27 AND IP 5/6
Results: 7
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ANALYSIS OF OPTIMAL PORTFOLIO ON FINITE AND SMALL-TIME HORIZONS FOR A STOCHASTIC VOLATILITY MODEL WITH MULTIPLE CORRELATED ASSETS.
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- International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 5/6, p. 1, doi. 10.1142/S0219024924500237
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- Article
3
PARASIAN OVER PARISIAN, HOW MUCH EARLIER SHOULD ONE EXERCISE?
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- International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 5/6, p. 1, doi. 10.1142/S0219024924500225
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- Article
4
THE EDGEWORTH AND GRAM–CHARLIER DENSITIES.
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- International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 5/6, p. 1, doi. 10.1142/S0219024924500201
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- Publication type:
- Article
5
ON THE SOLUTION UNIQUENESS IN PORTFOLIO OPTIMIZATION AND RISK ANALYSIS.
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- International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 5/6, p. 1, doi. 10.1142/S0219024924500195
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- Article
6
FROM CALENDAR TIME TO BUSINESS TIME: THE CASE OF COMMODITY MARKETS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 5/6, p. 1, doi. 10.1142/S0219024924500183
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- Publication type:
- Article
7
PRICING CoCos WITH EQUITY CONVERSION COVENANT IN A DISTRESSED MARKET ENVIRONMENT.
- Published in:
- International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 5/6, p. 1, doi. 10.1142/S0219024924500158
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- Publication type:
- Article