q-Optimal Martingale Measures for Discrete Time Models.
- Published in:
- Asia-Pacific Financial Markets, 2008, v. 15, n. 3/4, p. 155, doi. 10.1007/s10690-008-9076-y
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- Publication type:
- Article
Works matching IS 13872834 AND DT 2008 AND VI 15 AND IP 3/4
Results: 8
1
2
Empirical Investigation of the Ability of Sensitivity of Stock Prices to Earnings News in Predicting Earnings Management and Management Forecast Errors.
- Published in:
- Asia-Pacific Financial Markets, 2008, v. 15, n. 3/4, p. 209, doi. 10.1007/s10690-009-9079-3
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- Publication type:
- Article
3
An Explicit Finite Difference Approach to the Pricing Problems of Perpetual Bermudan Options.
- Published in:
- Asia-Pacific Financial Markets, 2008, v. 15, n. 3/4, p. 229, doi. 10.1007/s10690-009-9080-x
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- Publication type:
- Article
4
A Method of Calculating the Downside Risk by Multivariate Nonnormal Distributions.
- Published in:
- Asia-Pacific Financial Markets, 2008, v. 15, n. 3/4, p. 175, doi. 10.1007/s10690-008-9077-x
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- Publication type:
- Article
5
Recovery Process Model.
- Published in:
- Asia-Pacific Financial Markets, 2008, v. 15, n. 3/4, p. 307, doi. 10.1007/s10690-009-9083-7
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- Publication type:
- Article
6
The Determinants of Bank Capital Ratios in a Developing Economy.
- Published in:
- Asia-Pacific Financial Markets, 2008, v. 15, n. 3/4, p. 255, doi. 10.1007/s10690-009-9081-9
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- Publication type:
- Article
7
Macroeconomic News, Business Cycles and Australian Financial Markets.
- Published in:
- Asia-Pacific Financial Markets, 2008, v. 15, n. 3/4, p. 185, doi. 10.1007/s10690-009-9078-4
- By:
- Publication type:
- Article
8
Term Structure of Interest Rates Under Recursive Preferences in Continuous Time.
- Published in:
- Asia-Pacific Financial Markets, 2008, v. 15, n. 3/4, p. 273, doi. 10.1007/s10690-009-9082-8
- By:
- Publication type:
- Article