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Term structure of uncertainty in the macroeconomy
Borovička, Jaroslav; Hansen, Lars Peter - 2016
Persistent link: https://www.econbiz.de/10011515377
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Endogenous interest rate dynamics in asset markets
Reiß, Oliver (contributor); Schoenmakers, John (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593794
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On Markovian short rates in term structure models driven by jump-diffusion processes
Gapeev, P. V. (contributor); Küchler, U. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001917033
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Heat kernel models for asset pricing
Macrina, Andrea - In: International journal of theoretical and applied finance 17 (2014) 7, pp. 1-34
Persistent link: https://www.econbiz.de/10010498834
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Security prices as Markov Processes : some evidence on the random character of stock prices in the Nigeria Bourse
Idolor, E. J.; Okoro, O.; Braimah, A. G. - In: Accounting and taxation review : A&TR 2 (2018) 1, pp. 136-151
Persistent link: https://www.econbiz.de/10012203076
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Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus (contributor); Mittnik, Stefan (contributor) - 2008
Persistent link: https://www.econbiz.de/10003651587
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Portfolio optimization under partial information and convex constraints in a hidden Markov model
Sass, Jörn - In: Operations research proceedings 2005 : selected papers …, (pp. 223-228). 2006
Persistent link: https://www.econbiz.de/10003347537
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Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.; Osakwe, Carlton-James U. - In: Finance and stochastics 10 (2006) 2, pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
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Stochastic processes in finance
Madan, Dilip B. - In: Annual review of financial economics 2 (2010), pp. 277-314
Persistent link: https://www.econbiz.de/10008797755