Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor.
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- Asia-Pacific Financial Markets, 2006, v. 13, n. 2, p. 151, doi. 10.1007/s10690-007-9039-8
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Works matching IS 13872834 AND DT 2006 AND VI 13 AND IP 2
Results: 4
1
2
Non-linear long horizon returns predictability: evidence from six south-east Asian markets.
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- Asia-Pacific Financial Markets, 2006, v. 13, n. 2, p. 95, doi. 10.1007/s10690-007-9036-y
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3
Risk measures for derivatives with Markov-modulated pure jump processes.
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- Asia-Pacific Financial Markets, 2006, v. 13, n. 2, p. 129, doi. 10.1007/s10690-007-9038-9
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- Publication type:
- Article
4
Portfolio optimization with a defaultable security.
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- Asia-Pacific Financial Markets, 2006, v. 13, n. 2, p. 113, doi. 10.1007/s10690-007-9037-x
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- Publication type:
- Article