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Linearized Hamiltonian of the LIBOR market model : analytical and empirical results
Tang, Pan; Baaquie, Belal E.; Du, Xin; Zhang, Ying - In: Applied economics 48 (2016) 10/12, pp. 878-891
Persistent link: https://www.econbiz.de/10011432758
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Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex; Ruddock, Ralph - In: Applied economics 55 (2023) 18, pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
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Spillover and risk transmission in the components of the term structure of eurozone yield curve
Umar, Zaghum; Riaz, Yasir; Zaremba, Adam - In: Applied economics 53 (2021) 18, pp. 2141-2157
Persistent link: https://www.econbiz.de/10012500985
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A discrete time model of convergence for the term structure of interest rates in the case of entering a monetary union
Aevskiy, V.; Chetverikov, V. - In: Applied economics 48 (2016) 25/27, pp. 2333-2340
Persistent link: https://www.econbiz.de/10011590965
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The portable guarantee to exchange back an old defined benefit for a new defined contribution (DC) pension plan
Chen, Chao-liang - In: Applied economics 38 (2006) 6, pp. 699-706
Persistent link: https://www.econbiz.de/10003320385
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What explains long memory in futures price volatility?
Power, G. J.; Turvey, Calum Greig - In: Applied economics 43 (2011) 22/24, pp. 3395-3404
Persistent link: https://www.econbiz.de/10009357366
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The limitation of monotonicity property of option prices : an empirical evidence
Lin, Chuang Yuang; Chen, Dar-hsin; Tsai, Chin Yu - In: Applied economics 43 (2011) 22/24, pp. 3103-3113
Persistent link: https://www.econbiz.de/10009357414
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Estimating value-at-risk under a Heath-Jarrow-Morton framework with jump
Ze-To, Samuel Yau Man - In: Applied economics 44 (2012) 19/21, pp. 2729-2741
Persistent link: https://www.econbiz.de/10009546636
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The planting real option in cash rent valuation
Du, Xiaodong; Hennessy, David A. - In: Applied economics 44 (2012) 4/6, pp. 765-776
Persistent link: https://www.econbiz.de/10009532031
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Estimating sensitivities of temperature-based weather derivatives
Yuan, Wei; Göncu, Ahmet; Ökten, Giray - In: Applied economics 47 (2015) 19/21, pp. 1942-1955
Persistent link: https://www.econbiz.de/10010513460