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Applied mathematical finance
Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy
65
The economic journal : the journal of the Royal Economic Society
53
The world economy : the leading journal on international economic relations
45
CREDIT research paper
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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International journal of theoretical and applied finance
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Journal of economic dynamics & control
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Kyklos : international review for social sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The Manchester School
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The globalization of the world economy
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On Markov-modulated exponential-affine bond price formulae
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003847135
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2
Pricing volatility swaps under Heston's stochastic volatility model with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 41-62
Persistent link: https://www.econbiz.de/10003542938
Saved in:
3
Viterbi-based estimation for Markov switching GARCH model
Elliott, Robert J.
;
Lau, John W.
;
Miao, Hong
;
Siu, Tak Kuen
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 219-231
Persistent link: https://www.econbiz.de/10009710984
Saved in:
4
Default times in a continuous time Markov chain economy
Elliott, Robert J.
;
Hoek, John van der
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 450-460
Persistent link: https://www.econbiz.de/10010235596
Saved in:
5
Option pricing and filtering with hidden Markov-modulated pure-jump processes
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Applied mathematical finance
20
(
2013
)
1/2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009737182
Saved in:
6
On Markov-modulated Exponential-affine Bond Price Formulae
Elliott, Robert
;
Siu, Tak Kuen
- In:
Applied mathematical finance
16
(
2009
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10008211952
Saved in:
7
Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching
Elliott, Robert
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 41-62
Persistent link: https://www.econbiz.de/10008222007
Saved in:
8
On Markov-modulated Exponential-affine Bond Price Formulae
Elliott, Robert
;
Siu, Tak Kuen
- In:
Applied mathematical finance
16
(
2009
)
1-2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10008311803
Saved in:
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