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Financial pricing models in continuous time and Kalman filtering
Kellerhals, Boris-Philipp; Kellerhals, Boris Philipp - 2001
Persistent link: https://www.econbiz.de/10001591594
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Mathematical models of financial derivatives : with 2 tables
Kwok, Yue-Kuen - 1998
Persistent link: https://www.econbiz.de/10000628948
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Analysis, geometry, and modeling in finance : advanced methods in option pricing
Henry-Labordère, Pierre - 2009
Persistent link: https://www.econbiz.de/10010251946
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Pricing derivative securities : an interactive, dynamic environment with Maple V and Matlab
Prisman, Eliezer Z.; Prisman, Eliezer Zeev - 2000
Persistent link: https://www.econbiz.de/10001484042
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Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003778315
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Does the option market produce superior forecasts of noise-corrected volatility measures?
Martin, Gael M.; Reidy, Andrew; Wright, Jill - 2007
Persistent link: https://www.econbiz.de/10003486448
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Association between Markov regime-switching market volatility and beta risk : evidence from Dow Jones industrial securities
Galagedera, Don U. A.; Shami, Roland G. - 2003
Persistent link: https://www.econbiz.de/10001892068
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The decline in income growth volatility in the United States : evidence from regional data
Anderson, Heather M.; Vahid, Farshid - 2003
Persistent link: https://www.econbiz.de/10001892127
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Contributions to management science, mathematics and modelling : essays in honour of Professor Ilkka Virtanen
Laaksonen, Matti (contributor); Virtanen, Ilkka (honouree) - 2004
Persistent link: https://www.econbiz.de/10001913934