Asset Pricing Using Trading Volumes in a Hidden Regime-Switching Environment.
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- Asia-Pacific Financial Markets, 2015, v. 22, n. 2, p. 133, doi. 10.1007/s10690-014-9197-4
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- Publication type:
- Article
Works matching IS 13872834 AND DT 2015 AND VI 22 AND IP 2
Results: 5
1
2
Analytical Solutions for Expected Loss and Standard Deviation of Loss with an Additional Loan.
- Published in:
- Asia-Pacific Financial Markets, 2015, v. 22, n. 2, p. 113, doi. 10.1007/s10690-014-9196-5
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- Publication type:
- Article
3
Understanding Delta-Hedged Option Returns in Stochastic Volatility Environments.
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- Asia-Pacific Financial Markets, 2015, v. 22, n. 2, p. 151, doi. 10.1007/s10690-014-9198-3
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- Publication type:
- Article
4
Dynamic Investment Strategy with Factor Models Under Regime Switches.
- Published in:
- Asia-Pacific Financial Markets, 2015, v. 22, n. 2, p. 209, doi. 10.1007/s10690-015-9200-8
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- Publication type:
- Article
5
An Approximation Scheme for Diffusion Processes Based on an Antisymmetric Calculus over Wiener Space.
- Published in:
- Asia-Pacific Financial Markets, 2015, v. 22, n. 2, p. 185, doi. 10.1007/s10690-014-9199-2
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- Publication type:
- Article