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An E-ARCH model for the term structure of implied volatility of FX options
Zhu, Yingzi - In: Applied mathematical finance 4 (1997) 2, pp. 81-100
Persistent link: https://www.econbiz.de/10001226702
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On the distributional characterization of daily log-returns of a world stock index
Fergusson, Kevin; Platen, Eckhard - In: Applied mathematical finance 13 (2006) 1, pp. 19-38
Persistent link: https://www.econbiz.de/10003320030
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Optimal financial portfolios
Stoyanov, S. V.; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Applied mathematical finance 14 (2007) 5, pp. 401-436
Persistent link: https://www.econbiz.de/10003637468
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Exact superreplication strategies for a class of derivative assets
Vanden, Joel M. - In: Applied mathematical finance 13 (2006) 1, pp. 61-87
Persistent link: https://www.econbiz.de/10003320040
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Interpolation methods for curve construction
Hagan, Patrick S.; West, Graeme - In: Applied mathematical finance 13 (2006) 2, pp. 89-129
Persistent link: https://www.econbiz.de/10003331417
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Liquidity risk with coherent risk measures
Ku, Hyejin - In: Applied mathematical finance 13 (2006) 2, pp. 131-141
Persistent link: https://www.econbiz.de/10003331418
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Arbitrary initial term structure within the CIR model : a perturbative solution
Mari, Carlo; Renò, Roberto - In: Applied mathematical finance 13 (2006) 2, pp. 143-153
Persistent link: https://www.econbiz.de/10003331421
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Pricing lookback options with knock-out boundaries
Muroi, Yoshifumi - In: Applied mathematical finance 13 (2006) 2, pp. 155-190
Persistent link: https://www.econbiz.de/10003331423
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A semi-explicit approach to Canary swaptions in HJM one-factor model
Henrard, Marc - In: Applied mathematical finance 13 (2006) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10003320021
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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