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Estimates of the short-term rate process in an arbitrage-free framework
Kazemi, Hossein; Mahdavi, Mahnaz; Salazar, Brett - In: International journal of theoretical and applied finance 7 (2004) 5, pp. 577-589
Persistent link: https://www.econbiz.de/10002171480
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Interrelationships among international stock market indices : Europe, Asia and the Americas
Sharkasi, Adel; Ruskin, Heather J.; Crane, Martin - In: International journal of theoretical and applied finance 8 (2005) 5, pp. 603-622
Persistent link: https://www.econbiz.de/10003058630
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Fractional integration in the stock market volatility series
Gil-Alaña, Luis A. - In: International journal of theoretical and applied finance 5 (2002) 8, pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
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Measuring the complexity of currency markets by fractal dimension analysis
Soofi, Abdollah S.; Galka, Andreas - In: International journal of theoretical and applied finance 6 (2003) 6, pp. 553-563
Persistent link: https://www.econbiz.de/10001794257
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Long-range dependence in exchange rates: the case of the European Monetary System
Souza, Sergio R. S.; Tabak, Benjamin Miranda; Cajueiro, … - In: International journal of theoretical and applied finance 11 (2008) 2, pp. 199-223
Persistent link: https://www.econbiz.de/10003703073
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The British knock-out put option
Al-Fagih, Luluwah - In: International journal of theoretical and applied finance 18 (2015) 2, pp. 1-32
Persistent link: https://www.econbiz.de/10011403188
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Measuring the memory parameter on several transformations of asset returns
Gil-Alaña, Luis A. - In: International journal of theoretical and applied finance 8 (2005) 6, pp. 675-692
Persistent link: https://www.econbiz.de/10003133833
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A Merton-model approach to assessing the default risk of UK public companies
Tudela, M.; Young, G. - In: International journal of theoretical and applied finance 8 (2005) 6, pp. 737-762
Persistent link: https://www.econbiz.de/10003133866
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An empirical investigation of the forward interest rate term structure
Matacz, Andrew; Bouchaud, Jean-Philippe - In: International journal of theoretical and applied finance 3 (2000) 4, pp. 703-729
Persistent link: https://www.econbiz.de/10001526865
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The British asset-or-nothing put option
Gao, Min - In: International journal of theoretical and applied finance 20 (2017) 4, pp. 1-19
Persistent link: https://www.econbiz.de/10011687026