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
- By:
- Publication type:
- Article
Works matching IS 1471678X AND DT 2007 AND VI 18 AND IP 4
Results: 7
1
2
Modelling financial time series with SEMIFAR-GARCH model.
- Published in:
- IMA Journal of Management Mathematics, 2007, v. 18, n. 4, p. 395, doi. 10.1093/imaman/dpm024
- By:
- Publication type:
- Article
3
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
- By:
- Publication type:
- Article
4
Optimal hedging and parameter uncertainty.
- Published in:
- IMA Journal of Management Mathematics, 2007, v. 18, n. 4, p. 331, doi. 10.1093/imaman/dpm022
- By:
- Publication type:
- Article
5
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
- By:
- Publication type:
- Article
6
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
- By:
- Publication type:
- Article
7
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
- By:
- Publication type:
- Article