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ECONIS (ZBW)
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A comparison of diffusion models of the term structure
Strickland, Chris
- In:
The European journal of finance
2
(
1996
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10001205311
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2
A comparison of models for pricing interest rate derivative securities
Strickland, Chris
- In:
The European journal of finance
2
(
1996
)
3
,
pp. 261-287
Persistent link: https://www.econbiz.de/10001210192
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3
Monte Carlo valuation of interest rate derivatives under stochastic volatility
Clewlow, Les
- In:
The journal of fixed income
7
(
1997
)
3
,
pp. 35-45
Persistent link: https://www.econbiz.de/10001233944
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4
When is the short rate Markovian?
Carverhill, Andrew
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 305-312
Persistent link: https://www.econbiz.de/10001185090
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5
Quasi mean reversion in an efficient stock market : the characterisation of economic equilibria which support black-scholes option pricing
Hodges, Stewart D.
- In:
The economic journal : the journal of the Royal …
103
(
1993
)
417
,
pp. 395-405
Persistent link: https://www.econbiz.de/10001146005
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6
Efficient and flexible bond option valuation in the Heath, Jarrow, and Morton framework
Carverhill, Andrew
- In:
The journal of fixed income
5
(
1995
)
2
,
pp. 70-77
Persistent link: https://www.econbiz.de/10001213239
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7
A bootstrap analysis of the Nikkei 225
Kung, James J.
;
Carverhill, Andrew
- In:
Journal of economic integration
27
(
2012
)
3
,
pp. 487-504
Persistent link: https://www.econbiz.de/10009626934
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8
Indonesia's stock market : evolving role, growing efficiency
Kung, James J.
;
Carverhill, Andrew
;
McLeod, Ross H.
- In:
Bulletin of Indonesian economic studies
46
(
2010
)
3
,
pp. 329-346
Persistent link: https://www.econbiz.de/10008903011
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9
The smirk in the S&P500 futures options prices : a linearized factor analysis
Carverhill, Andrew
;
Cheuk, Terry Hon Fu
;
Dyrting, Sigurd
- In:
Review of derivatives research
12
(
2009
)
2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10003874306
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10
Corporate liquidity and capital structure
Anderson, Ronald W.
;
Carverhill, Andrew
- In:
The review of financial studies
25
(
2012
)
3
,
pp. 797-837
Persistent link: https://www.econbiz.de/10009515776
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