Narrow search
Showing 1 - 5 of 5
Cover Image
Modelling the yield curve : a two components approach
Hatgioannides, John (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002229537
Cover Image
Continuous time regime switching models and applications in estimating processes with stochastic volatility and jumps
Chourdakis, Kyriakos (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001866950
Cover Image
A note on covariance stationarity conditions for dynamic random coefficient models
Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867230
Cover Image
Pricing American options under stochastic volatility : a new method using Chebyshev polynomials to approximate the early exercise boundary
Tzavalis, Elias (contributor); Wang, Shi-jun (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867455
Cover Image
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657