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A simple calibration procedure of stochastic volatility models with jumps by short term asymptotics
Medvedev, Alexey (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864584
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Irreversible investment with regime shifts
Guo, Xin (contributor); Miao, Jianjun (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865012
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Start-ups defined as portfolios of embedded options
Botteron, Pascal (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791456
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Higher order expectations in asset pricing
Bacchetta, Philippe (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240454
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Estimation of an international capital asset pricing model with stocks and government bonds
Fearnley, Tom A. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864669
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Tests of an international capital asset pricing model with stocks and government bonds and regime switching prices of risk and intercepts
Fearnley, Tom A. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864770