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Modeling returns and unconditional variance in risk neutral world for liquid and illiquid market
Mwaniki, Ivivi Joseph - In: Journal of mathematical finance 5 (2015) 1, pp. 15-25
Persistent link: https://www.econbiz.de/10011398581
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On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael; Fadugba, Sunday Emmanuel - In: Journal of mathematical finance 5 (2015) 2, pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
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Prediction of stock price movement using continuous time models
Sonono, Masimba E.; Mashele, Hopolang P. - In: Journal of mathematical finance 5 (2015) 2, pp. 178-191
Persistent link: https://www.econbiz.de/10011398992
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On asymptotic behaviors of exponential hedging in the basis-risk model
Takino, Kazuhiro - In: Journal of mathematical finance 5 (2015) 2, pp. 212-231
Persistent link: https://www.econbiz.de/10011399011
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Currency derivatives pricing for Markov-modulated Merton jump-diffusion spot forex rate
Sviščuk, Anatolij; Tertychnyi, Maksym; Hoang, Winsor - In: Journal of mathematical finance 4 (2014) 4, pp. 265-278
Persistent link: https://www.econbiz.de/10011312416
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Maximum quasi-likelihood estimation in fractional Levy stochastic volatility model
Bishwal, Jaya Prakasah Narayan - In: Journal of mathematical finance 1 (2011) 3, pp. 58-62
Persistent link: https://www.econbiz.de/10009668523
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Generalized stochastic processes : the portfolio model
Alghalith, Moawia - In: Journal of mathematical finance 2 (2012) 2, pp. 199-201
Persistent link: https://www.econbiz.de/10009719239
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A liability tracking approach to long term management of pension funds
Ieda, Masashi; Yamashita, Takashi; Nakano, Yumiharu - In: Journal of mathematical finance 3 (2013) 3, pp. 392-400
Persistent link: https://www.econbiz.de/10010239531
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Recursive estimation for continuous time stochastic volatility models using the Milstein approximation
Koulis, Theodoro; Paseka, Alexander; Thavaneswaran, … - In: Journal of mathematical finance 3 (2013) 3, pp. 357-365
Persistent link: https://www.econbiz.de/10010239543
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Calculating first moments and confidence intervals for generalized stochastic dividend discount models
Hurley, William J. - In: Journal of mathematical finance 3 (2013) 2, pp. 275-279
Persistent link: https://www.econbiz.de/10010239571