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~institution:"Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise"
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Mele, A.
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Fornari, F.
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Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
Banca d'Italia
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Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
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An Equilibrium Model of the Term Structure with Stochastic Volatility
Fornari, F.
;
Mele, A.
-
Théorie Économique, Modélisation, Application …
-
2000
Persistent link: https://www.econbiz.de/10005328281
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2
Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations
Fornari, F.
;
Mele, A.
-
Théorie Économique, Modélisation, Application …
-
2000
Persistent link: https://www.econbiz.de/10005341578
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3
ARCH Models and Option Pricing : The Continuous Time Connection
Fornari, F.
;
Mele, A.
-
Théorie Économique, Modélisation, Application …
-
1998
Persistent link: https://www.econbiz.de/10005523806
Saved in:
4
Fundamental Properties of Bond Prices in Models of the Short-Term Rate
Mele, A.
-
Théorie Économique, Modélisation, Application …
-
2000
Persistent link: https://www.econbiz.de/10005695689
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