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~institution:"Queen Mary College / Department of Economics"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Mathematische Optimierung"
~subject:"Stochastic process"
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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
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Continuous time regime switching models and applications in estimating processes with stochastic volatility and jumps
Chourdakis, Kyriakos
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001866950
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A note on covariance stationarity conditions for dynamic random coefficient models
Kapetanios, George
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867230
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Pricing American options under stochastic volatility : a new method using Chebyshev polynomials to approximate the early exercise boundary
Tzavalis, Elias
(
contributor
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Wang, Shi-jun
(
contributor
)
-
2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867455
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Modelling the yield curve : a two components approach
Hatgioannides, John
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002229537
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