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The binomial interpolated lattice method for step double barrier options
Appolloni, Elisa; Gaudenzi, Marcellino; Zanette, Antonino - In: International journal of theoretical and applied finance 17 (2014) 6, pp. 1-26
Persistent link: https://www.econbiz.de/10010438537
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An empirical study on the statistical properties of Romanian emerging stock market RASDAQ
Gligor, Mircea - In: International journal of theoretical and applied finance 7 (2004) 6, pp. 723-739
Persistent link: https://www.econbiz.de/10002200662
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Long memory in stock trading
Leonidov, Andrei - In: International journal of theoretical and applied finance 7 (2004) 7, pp. 879-885
Persistent link: https://www.econbiz.de/10002420725
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Econophysics : what can physicists contribute to economics?
Stanley, H. Eugene (contributor) - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 335-346
Persistent link: https://www.econbiz.de/10001522881
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Markov market model consistent with cap smile
Balland, P.; Hughston, L. P. - In: International journal of theoretical and applied finance 3 (2000) 2, pp. 161-181
Persistent link: https://www.econbiz.de/10001484563
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Kernel convergence estimates for diffusions with continuous coefficients
Albanese, Claudio - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 979-1004
Persistent link: https://www.econbiz.de/10009407684
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Approximations of bond and swaption prices in a Black-Karasinski model
Daniluk, Andrzej; Muchorski, Rafał - In: International journal of theoretical and applied finance 19 (2016) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10011523750
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An effective approximation for zero-coupon bonds and arrow-debreu prices in the Black-Karasinski model
Stehlíková, Beáta; Capriotti, Luca - In: International journal of theoretical and applied finance 17 (2014) 6, pp. 1-16
Persistent link: https://www.econbiz.de/10010438534
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Reinforced urn processes for modeling credit default distribution
Amerio, Emanuele; Muliere, Pietro; Secchi, Piercesare - In: International journal of theoretical and applied finance 7 (2004) 4, pp. 407-423
Persistent link: https://www.econbiz.de/10002108791
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Pricing derivatives on two-dimensional Lévy processes
Barbachan, José Santiago Fajardo; Mordecki, Ernesto - In: International journal of theoretical and applied finance 9 (2006) 2, pp. 185-197
Persistent link: https://www.econbiz.de/10003312719