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Estimating the instantaneous volatility and covariance of risky assets
Chesney, Marc; Elliott, Robert J. - 1995
Persistent link: https://www.econbiz.de/10000910595
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Analytical solutions to the pricing of American bond and yield options
Chesney, Marc; Elliott, Robert J.; Gibson, Rajna - 1991 - Rev. version
Persistent link: https://www.econbiz.de/10000817550
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Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc; Elliott, Robert J.; Madan, Dilip B.; … - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
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Analytical solutions for the pricing of American bond and yield options
Chesney, Marc; Elliott, Robert J.; Gibson, Rajna - In: Mathematical finance : an international journal of … 3 (1993) 3, pp. 277-294
Persistent link: https://www.econbiz.de/10001184869