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Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
6 results found
| no | title | author | magazine | year | volume | issue | page(s) | type |
| 1 | A Numerical Method to Approximate Multi-Asset Option Pricing Under Exponential Lévy Model |
Khodayari, Leila |
2016 |
50 | 2 |
p. 189-205 |
article |
|
| 2 | A Practical, Accurate, Information Criterion for Nth Order Markov Processes |
Barde, Sylvain |
2016 |
50 | 2 |
p. 281-324 |
article |
|
| 3 | Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model |
Makarewicz, Tomasz |
2016 |
50 | 2 |
p. 231-279 |
article |
|
| 4 | Dynamic and Asymmetric Contagion Reactions of Financial Markets During the Last Subprime Crisis |
Zhou, Wei |
2016 |
50 | 2 |
p. 207-230 |
article |
|
| 5 | LSM Algorithm for Pricing American Option Under Heston–Hull–White’s Stochastic Volatility Model |
Samimi, O. |
2016 |
50 | 2 |
p. 173-187 |
article |
|
| 6 | Measuring and Testing Tail Dependence and Contagion Risk Between Major Stock Markets |
Su, EnDer |
2016 |
50 | 2 |
p. 325-351 |
article |
6 results found