Analysing Yield Spread and Output Dynamics in an Endogenous Markov Switching Regression Framework.
- Published in:
- Asia-Pacific Financial Markets, 2007, v. 14, n. 1/2, p. 141, doi. 10.1007/s10690-007-9056-7
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- Publication type:
- Article
Works matching IS 13872834 AND DT 2007 AND VI 14 AND IP 1/2
Results: 7
1
2
Credit Derivatives in an Affine Framework.
- Published in:
- Asia-Pacific Financial Markets, 2007, v. 14, n. 1/2, p. 123, doi. 10.1007/s10690-007-9055-8
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- Publication type:
- Article
3
The Credit Risk and Pricing of OTC Options.
- Published in:
- Asia-Pacific Financial Markets, 2007, v. 14, n. 1/2, p. 45, doi. 10.1007/s10690-007-9053-x
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- Publication type:
- Article
4
Estimation and Prediction of a Non-Constant Volatility.
- Published in:
- Asia-Pacific Financial Markets, 2007, v. 14, n. 1/2, p. 1, doi. 10.1007/s10690-007-9044-y
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- Publication type:
- Article
5
A Benchmark Approach to Portfolio Optimization under Partial Information.
- Published in:
- Asia-Pacific Financial Markets, 2007, v. 14, n. 1/2, p. 25, doi. 10.1007/s10690-007-9045-x
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- Publication type:
- Article
6
Pricing Commodity Spread Options with Stochastic Term Structure of Convenience Yields and Interest Rates.
- Published in:
- Asia-Pacific Financial Markets, 2007, v. 14, n. 1/2, p. 157, doi. 10.1007/s10690-007-9057-6
- By:
- Publication type:
- Article
7
An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates.
- Published in:
- Asia-Pacific Financial Markets, 2007, v. 14, n. 1/2, p. 69, doi. 10.1007/s10690-007-9054-9
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- Publication type:
- Article