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Optimal portfolio choice with parameter uncertainty
Kan, Raymond; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 3, pp. 621-656
Persistent link: https://www.econbiz.de/10003527792
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One-factor interest-rate models and the valuation of interest-rate derivative securities
Hull, John - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 2, pp. 235-254
Persistent link: https://www.econbiz.de/10001149611
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Valuing derivative securities using the explicit finite difference method
Hull, John - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 1, pp. 87-100
Persistent link: https://www.econbiz.de/10001082512
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Asymmetry in stock comovements : an entropy approach
Jiang, Lei; Wu, Ke; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 4, pp. 1479-1507
Persistent link: https://www.econbiz.de/10011930502