|
Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
7 results found
| no | title | author | magazine | year | volume | issue | page(s) | type |
| 1 | A Benchmark Approach to Portfolio Optimization under Partial Information |
Platen, Eckhard |
2007 |
14 | 1-2 |
p. 25-43 |
article |
|
| 2 | Analysing Yield Spread and Output Dynamics in an Endogenous Markov Switching Regression Framework |
Bhar, Ramaprasad |
2007 |
14 | 1-2 |
p. 141-156 |
article |
|
| 3 | An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates |
Takahashi, Akihiko |
2007 |
14 | 1-2 |
p. 69-121 |
article |
|
| 4 | Credit Derivatives in an Affine Framework |
Chen, Li |
2007 |
14 | 1-2 |
p. 123-140 |
article |
|
| 5 | Estimation and Prediction of a Non-Constant Volatility |
Abramov, Vyacheslav M. |
2007 |
14 | 1-2 |
p. 1-23 |
article |
|
| 6 | Pricing Commodity Spread Options with Stochastic Term Structure of Convenience Yields and Interest Rates |
Nakajima, Katsushi |
2007 |
14 | 1-2 |
p. 157-184 |
article |
|
| 7 | The Credit Risk and Pricing of OTC Options |
Liang, Gechun |
2007 |
14 | 1-2 |
p. 45-68 |
article |
7 results found