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Pricing European and American derivatives under a jump-diffusion process : a bivariate tree aproach
Hilliard, Jimmy E.; Schwartz, Adam - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 3, pp. 671-692
Persistent link: https://www.econbiz.de/10003160394
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Valuation of commodity futures and options under stochastic convenience yields, interest rates, and jump diffusions in the spot
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 1, pp. 61-86
Persistent link: https://www.econbiz.de/10001243204
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Currency option pricing with stochastic domestic and foreign interest rates
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 2, pp. 139-151
Persistent link: https://www.econbiz.de/10001106740
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Measuring risk in fixed payment securities : an empirical test of the structured full rank covariance matrix
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 345-362
Persistent link: https://www.econbiz.de/10001113532
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Hedging interest rate risk with futures portfolios under full-rank assumptions
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 2, pp. 217-240
Persistent link: https://www.econbiz.de/10001067211
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Asset pricing under a subset of linear risk tolerance functions and log-normal market returns
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 15 (1980) 5, pp. 1041-1061
Persistent link: https://www.econbiz.de/10002845840
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Analysis of the warrant hedge in a stable Paretian market
Hilliard, Jimmy E.; Leitch, Robert A. - In: Journal of financial and quantitative analysis : JFQA 12 (1977) 1, pp. 85-103
Persistent link: https://www.econbiz.de/10002845823
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Pricing European and American Derivatives under a Jump-Diffusion Process: A Bivariate Tree Approach
Hilliard, Jimmy E.; Schwartz, Adam - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 3, pp. 671
Persistent link: https://www.econbiz.de/10006691645
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Valuation of Commodity Futures and Options under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot
Hilliard, Jimmy E.; Reis, Jorge - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 1, pp. 61-86
Persistent link: https://www.econbiz.de/10006700984