DIFFUSION COEFFICIENT ESTIMATION AND ASSET PRICING WHEN RISK PREMIA AND SENSITIVITIES ARE TIME VARYING: A COMMENT.
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- Mathematical Finance, 1996, v. 6, n. 1, p. 111, doi. 10.1111/j.1467-9965.1996.tb00114.x
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- Article
Works matching IS 09601627 AND DT 1996 AND VI 6 AND IP 1
Results: 5
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SOLUTION OF THE EXTENDED CIR TERM STRUCTURE AND BOND OPTION VALUATION.
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- Mathematical Finance, 1996, v. 6, n. 1, p. 89, doi. 10.1111/j.1467-9965.1996.tb00113.x
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- Article
3
PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS.
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- Mathematical Finance, 1996, v. 6, n. 1, p. 17, doi. 10.1111/j.1467-9965.1996.tb00111.x
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- Article
4
DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT?
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- Mathematical Finance, 1996, v. 6, n. 1, p. 1, doi. 10.1111/j.1467-9965.1996.tb00110.x
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- Article
5
PRICING CALLABLE BONDS BY MEANS OF GREEN'S FUNCTION.
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- Mathematical Finance, 1996, v. 6, n. 1, p. 53, doi. 10.1111/j.1467-9965.1996.tb00112.x
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- Article