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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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