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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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Credit rating modelled with reflected stochastic differential equations
Sonubi, Adeyemi Adewale - In: Journal of mathematical finance 4 (2014) 5, pp. 333-337
Persistent link: https://www.econbiz.de/10011312408
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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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Solution of stochastic non-homogeneous linear first-order difference equations
Kadry, Seifedine; El Hami, Abdelkhalak - In: Journal of mathematical finance 4 (2014) 4, pp. 245-248
Persistent link: https://www.econbiz.de/10011312422
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CreditGrades framework within stochastic covariance models
Escobar, Marcos; Arian, Hamidreza; Seco, Luis - In: Journal of mathematical finance 2 (2012) 4, pp. 303-314
Persistent link: https://www.econbiz.de/10009725338
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Bayesian testing for asset volatility persistence on multivariate stochastic volatility models
Li, Yong; Peng, Fang-ping; Xu, Hao-feng - In: Journal of mathematical finance 2 (2012) 1, pp. 83-89
Persistent link: https://www.econbiz.de/10009668272
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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