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STOCHASTIC VOLATILITY FOR LÉVY PROCESSES.
- Published in:
- Mathematical Finance, 2003, v. 13, n. 3, p. 345, doi. 10.1111/1467-9965.00020
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- Publication type:
- Article
THE TERM STRUCTURE OF SIMPLE FORWARD RATES WITH JUMP RISK.
- Published in:
- Mathematical Finance, 2003, v. 13, n. 3, p. 383, doi. 10.1111/1467-9965.00021
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- Publication type:
- Article
A PARTIALLY OBSERVED MODEL FOR MICROMOVEMENT OF ASSET PRICES WITH BAYES ESTIMATION VIA FILTERING.
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- Mathematical Finance, 2003, v. 13, n. 3, p. 411, doi. 10.1111/1467-9965.t01-1-00022
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- Article