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Stochastic technical change and procyclical TFP : the Italian agriculture case
Esposti, Roberto - 1998
Persistent link: https://www.econbiz.de/10000168091
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Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000907918
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Stochastic equity volatility related to the leverage effect
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909451
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Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909452
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Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric; Touzi, Nizar - 1993 - Rev
Persistent link: https://www.econbiz.de/10000874371
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Bayesian vector autoregressions with stochastic volatility
Uhlig, Harald - 1996
Persistent link: https://www.econbiz.de/10000932649
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Forecasting variance using stochastic volatility and GARCH
Hansson, Björn A.; Hördahl, Peter - 1998
Persistent link: https://www.econbiz.de/10000981021
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Of smiles and smirks : a term-structure perspective
Das, Sanjiv R.; Sundaram, Rangarajan K. - 1998
Persistent link: https://www.econbiz.de/10000981147
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A new approach to the estimation of stochastic differential equations with an application to the Japanese interest rates
Kogure, Atsuyuki - 1997
Persistent link: https://www.econbiz.de/10000971390
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Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - 1998
Persistent link: https://www.econbiz.de/10000993233