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A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj - In: Journal of mathematical finance 6 (2016) 2, pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
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On steady dividend payment under functional mean reversion speed
Mtunya, Adeline Peter; Ngare, Philip; Nkansah-Gyekye, Yaw - In: Journal of mathematical finance 6 (2016) 3, pp. 368-377
Persistent link: https://www.econbiz.de/10011583486
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Optimal investment strategy under stochastic interest rates
Mtunya, Adeline Peter; Ngare, Philip; Nkansah-Gyekye, Yaw - In: Journal of mathematical finance 7 (2017) 2, pp. 319-332
Persistent link: https://www.econbiz.de/10011673904
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A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj - In: Journal of mathematical finance 8 (2018) 1, pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
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Effect of extra contribution on stochastic optimal investment strategies for DC pension with stochastic salary under the affine interest rate model
Njoku, K. N. C.; Osu, Bright O.; Akpanibah, Edikan E.; … - In: Journal of mathematical finance 7 (2017) 4, pp. 821-833
Persistent link: https://www.econbiz.de/10011789083