Derivative Pricing Models with Regime Switching: A General Approach.
- Published in:
- Journal of Derivatives, 2005, v. 13, n. 1, p. 41, doi. 10.3905/jod.2005.580516
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 2005 AND VI 13 AND IP 1
Results: 7
1
2
Asian Options Can Be More Valuable Than Plain Vanilla Counterparts.
- Published in:
- Journal of Derivatives, 2005, v. 13, n. 1, p. 56, doi. 10.3905/jod.2005.580518
- By:
- Publication type:
- Article
3
Life after VaR.
- Published in:
- Journal of Derivatives, 2005, v. 13, n. 1, p. 48, doi. 10.3905/jod.2005.580517
- By:
- Publication type:
- Article
4
Performance of Candlestick Analysis on Intraday Futures Data.
- Published in:
- Journal of Derivatives, 2005, v. 13, n. 1, p. 28, doi. 10.3905/jod.2005.580514
- By:
- Publication type:
- Article
5
Default Correlation Dynamics with Business Cycle and Credit Quality Changes.
- Published in:
- Journal of Derivatives, 2005, v. 13, n. 1, p. 8, doi. 10.3905/jod.2005.580513
- By:
- Publication type:
- Article
6
A LETTER FROM THE DIRECTOR OF THE IAFE.
- Published in:
- 2005
- By:
- Publication type:
- Letter
7
"Summertime and the livin' is easy."
- Published in:
- 2005
- By:
- Publication type:
- Editorial