Analyses of Mortgage-Backed Securities Based on Unobservable Prepayment Cost Processes.
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- Asia-Pacific Financial Markets, 2004, v. 11, n. 3, p. 233, doi. 10.1007/s10690-005-9002-5
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- Article
Works matching IS 13872834 AND DT 2004 AND VI 11 AND IP 3
Results: 6
1
2
Pricing European Options by Numerical Replication: Quadratic Programming with Constraints.
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- Asia-Pacific Financial Markets, 2004, v. 11, n. 3, p. 301, doi. 10.1007/s10690-005-9004-3
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- Article
3
Properties of Multinomial Lattices with Cumulants for Option Pricing and Hedging.
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- Asia-Pacific Financial Markets, 2004, v. 11, n. 3, p. 335, doi. 10.1007/s10690-005-9005-2
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4
Preface.
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- Asia-Pacific Financial Markets, 2004, v. 11, n. 3, p. 215, doi. 10.1007/s10690-005-9000-7
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- Article
5
Numerical Approach to Asset Pricing Models with Stochastic Differential Utility.
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- Asia-Pacific Financial Markets, 2004, v. 11, n. 3, p. 267, doi. 10.1007/s10690-005-9003-4
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- Article
6
Columbia University Program in Mathematics of Finance and JAFEE.
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- Asia-Pacific Financial Markets, 2004, v. 11, n. 3, p. 217, doi. 10.1007/s10690-005-9001-6
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- Article