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~isPartOf:"European financial management : the journal of the European Financial Management Association"
~isPartOf:"Journal of mathematical finance"
~person:"Akpanibah, Edikan E."
~person:"Jagannathan, Raj"
~person:"Mariani, Francesca"
~person:"Nkansah-Gyekye, Yaw"
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Akpanibah, Edikan E.
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European financial management : the journal of the European Financial Management Association
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The analysis of real data using a stochastic dynamical system able to model spiky prices
Fatone, Lorella
;
Mariani, Francesca
;
Recchioni, Maria …
- In:
Journal of mathematical finance
2
(
2012
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009668291
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2
The analysis of real data using a multiscale stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Recchioni, Maria …
- In:
European financial management : the journal of the …
19
(
2013
)
1
,
pp. 153-179
Persistent link: https://www.econbiz.de/10009706264
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3
Some explicitly solvable SABR and multiscale SABR models : option pricing and calibration
Fatone, Lorella
;
Mariani, Francesca
;
Recchioni, Maria …
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 10-32
Persistent link: https://www.econbiz.de/10010240231
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4
A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
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5
On steady dividend payment under functional mean reversion speed
Mtunya, Adeline Peter
;
Ngare, Philip
;
Nkansah-Gyekye, Yaw
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 368-377
Persistent link: https://www.econbiz.de/10011583486
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6
Optimal investment strategy under stochastic interest rates
Mtunya, Adeline Peter
;
Ngare, Philip
;
Nkansah-Gyekye, Yaw
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 319-332
Persistent link: https://www.econbiz.de/10011673904
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7
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
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8
Effect of extra contribution on stochastic optimal investment strategies for DC pension with stochastic salary under the affine interest rate model
Njoku, K. N. C.
;
Osu, Bright O.
;
Akpanibah, Edikan E.
; …
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 821-833
Persistent link: https://www.econbiz.de/10011789083
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