Multi-factor Affine Term Structure Model with Single Regime Shift: Real Term Structure under Zero Interest Rate.
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- Asia-Pacific Financial Markets, 2009, v. 16, n. 4, p. 347, doi. 10.1007/s10690-009-9098-0
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- Publication type:
- Article
Works matching IS 13872834 AND DT 2009 AND VI 16 AND IP 4
Results: 4
1
2
A Remark on a Singular Perturbation Method for Option Pricing Under a Stochastic Volatility Model.
- Published in:
- Asia-Pacific Financial Markets, 2009, v. 16, n. 4, p. 333, doi. 10.1007/s10690-009-9099-z
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- Publication type:
- Article
3
Risk-Hedging in Real Estate Markets.
- Published in:
- Asia-Pacific Financial Markets, 2009, v. 16, n. 4, p. 265, doi. 10.1007/s10690-009-9095-3
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- Publication type:
- Article
4
Recovery Process Model for Two Companies.
- Published in:
- Asia-Pacific Financial Markets, 2009, v. 16, n. 4, p. 287, doi. 10.1007/s10690-009-9097-1
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- Publication type:
- Article