QUADRATIC TERM STRUCTURE MODELS FOR RISK-FREE AND DEFAULTABLE RATES.
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- Mathematical Finance, 2004, v. 14, n. 4, p. 515, doi. 10.1111/j.0960-1627.2004.00203.x
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- Article
Works matching IS 09601627 AND DT 2004 AND VI 14 AND IP 4
Results: 6
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2
THE SQUARED ORNSTEIN-UHLENBECK MARKET.
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- Mathematical Finance, 2004, v. 14, n. 4, p. 487, doi. 10.1111/j.0960-1627.2004.00202.x
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- Article
3
STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THEq-OPTIMAL MEASURE.
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- Mathematical Finance, 2004, v. 14, n. 4, p. 537, doi. 10.1111/j.0960-1627.2004.00204.x
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- Article
4
MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE-EXERCISE OPTIONS.
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- Mathematical Finance, 2004, v. 14, n. 4, p. 557, doi. 10.1111/j.0960-1627.2004.00205.x
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- Article
5
VASIČEK BEYOND THE NORMAL.
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- Mathematical Finance, 2004, v. 14, n. 4, p. 585, doi. 10.1111/j.0960-1627.2004.00206.x
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- Article
6
Dynamic Minimization of Worst Conditional Expectation of Shortfall.
- Published in:
- Mathematical Finance, 2004, v. 14, n. 4, p. 605, doi. 10.1111/j.0960-1627.2004.00207.x
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- Article