Works matching IS 1471678X AND DT 2007 AND VI 18 AND IP 4
Results: 7
Pricing vulnerable European options with stochastic default barriers.
- Published in:
- IMA Journal of Management Mathematics, 2007, v. 18, n. 4, p. 315, doi. 10.1093/imaman/dpm021
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- Article
Modelling financial time series with SEMIFAR-GARCH model.
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- IMA Journal of Management Mathematics, 2007, v. 18, n. 4, p. 395, doi. 10.1093/imaman/dpm024
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- Article
A calibration algorithm for simulation-based pricing models.
- Published in:
- IMA Journal of Management Mathematics, 2007, v. 18, n. 4, p. 371, doi. 10.1093/imaman/dpm020
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- Article
Optimal hedging and parameter uncertainty.
- Published in:
- IMA Journal of Management Mathematics, 2007, v. 18, n. 4, p. 331, doi. 10.1093/imaman/dpm022
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- Article
Predicting stock returns and assessing prediction performance.
- Published in:
- IMA Journal of Management Mathematics, 2007, v. 18, n. 4, p. 413, doi. 10.1093/imaman/dpm023
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- Article
Editorial—special issue in financial mathematics.
- Published in:
- IMA Journal of Management Mathematics, 2007, v. 18, n. 4, p. 313, doi. 10.1093/imaman/dpm029
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- Article
Gaussian factor models—futures and forward prices.
- Published in:
- IMA Journal of Management Mathematics, 2007, v. 18, n. 4, p. 353, doi. 10.1093/imaman/dpm019
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- Article